Today we've been instructed to be at the entrance to platform two in Denver's impressive Union Station at 10am. Just as the clock ticks over the hour, an agitated-looking woman comes clattering down the underpass wearing a 1920s-style sequin dress and carrying a drab brown suitcase.
She explains that she is Mrs Florence Thompson, girlfriend of Nicholas Trainor, and that she never got her share of the loot - of the $200,000 that was stolen, only $80,000 was recovered by police, so she wants us to track down local hoodlum Tommy Bell to help trace the rest of the cash.
Someone asks her what's in it for us. "I don't shoot you," she replies, quick as a flash, before handing us our first clue and disappearing back up the underpass. "And remember now," she shouts, "no lollygagging around."
And so begins a Denver walking tour with a difference. The first clue directs us to the city's LoDo (Lower Downtown) district, an up-and-coming area near the train station. We've been told to find a renowned independent bookstore and then track down a copy of a book on the robbery that will contain our next clue.
Like many US city centres, LoDo has been revitalised over the last few years and now boasts more than 90 brewpubs, bars, restaurants and cafes plus an eclectic range of boutiques and galleries. With its elegant Victorian and turn-of-the-century architecture, it's exactly the sort of neighbourhood in which you could easily while away an afternoon. Unless, of course, you're trying to track down a criminal.
Subsequent clues involved unravelling coded messages and even approaching a "tourist" to take our picture (the clue is on her camera, but don't tell anyone I told you).
Along the way we get to check out many of Denver's famous sights: the mint where the robbery took place; the Denver Performing Arts Complex (the second-largest performing arts centre in the world); the Colorado Convention Center, which, bizarrely, has a 12m sculpture of a blue bear outside; and the impressive Colorado State Capitol Building.
Denver's compactness makes it ideal for exploring on foot. It's the most isolated city in mainland USA, which means it's got all the amenities of a much larger metropolis while still having that endearing American small-town feel.
While waiting outside the Capitol Building for our next clue, I notice a plaque on the steps declaring that we are now one mile above sea level. It's the reason Denver is nicknamed the "Mile High City" and explains why the air is so much dryer and thinner here.
At this altitude golf balls travel 10 per cent further, the sun is 25 per cent stronger - and the effects of alcohol are significantly increased. This could explain why Denver is the biggest beer producer per capita in the US and has 15 brewpubs and microbreweries in the downtown area alone. (Well worth sampling, by the way - check out the tour offered by Brews Cruise.)
Many skiers spend a few days here acclimatising before heading to the nearby Colorado ski fields to frolic in the champagne snow. The closest of the state's 26 resorts is Winter Park, which is just 90 minutes away.
After a few minutes, our next clue appears in the form of the "ghost" of Nicholas Trainor and we're back on the case.
The interaction with the crime's characters is what really brings this tour to life. Along the way we meet Paul Clar, a Denver Express reporter who regales us with the gory details of what happened on that fateful December day, and an FBI agent, who tells us of the struggles police had finding the suspects.
The intriguing part is that we never know where we're going or who we'll meet next. On several occasions, we find ourselves eyeing someone innocently lingering on a street corner, thinking that he or she is our next clue.
Ensuring all the clues and characters are in the right place at the right time must be a logistical nightmare but the tour is executed flawlessly. In fact, it's one of the most ingenious city tours I've come across.
Of course, the big question is what happened to Mrs Thompson? Did she track down Tommy Bell?
That's not for me to say. But if you find yourself near platform two on Denver's Union Station at 10am, there might just be someone there who knows.
IF YOU GO
Getting there: V Australia flies daily from Auckland to LA via Sydney. Denver is then a two-hour internal flight. Ph 0800 828 782.
Staying there: Located in the historic 1911 Denver Tramway building, Hotel Teatro is an independent luxury boutique property and is ideally situated opposite the Denver Performing Arts Centre.
Tours: The self-guided Denver Inside and Out Tour covers about 3km and takes about three hours. A maximum of eight people are allowed on the tours, which leave every half hour from 10am. Adults: US$40 ($51), children US$35, under-5s free. Bookings essential. To sample a selection of brewpubs and microbreweries, try the two-hour Brews Cruise.
More information: See visitdenver.com.
The writer travelled as a guest of V Australia and Colorado Ski Country USA.