The Guardian runs a strange story from its 1925 archives:
Another capture in monkey hunt
...
According to one report from Rugby, the captured monkey travelled to Rugby by train, and was seen to jump out of the window of a first class carriage. He then walked sedately towards the barrier, and treating the ticket collector with scorn, cleared the barrier with a flying leap. At neither the L.M.S. nor the L.N.E.R. station in Rugby, however, could confirmation be obtained of the arrival of a monkey by train. No member of the railway staff admits having seen him.
It was a "monkey jazz band" on the lam.