Old Bailey is a fogman who looks after an old station near the ravine.
When Henry tried to take a goods train past, a light flickering from the station, a mysterious amber signal and a discarded coat hung on a tree made him turn back after suspecting supernatural causes. The next day, Henry tried to take the same train past, but the trucks became scared by the light and pulled Henry forwards, resulting in their falling into the ravine. Old Bailey later showed up and rebuked Henry's crew for not obeying his warnings. To make it up to him, the crew and the Fat Controller renovated his station and made him stationmaster.
He also made an appearence in the magazine story Henry Helps.