Canadian Books #1, 2, and 3.
The Agency is such a great concept. In Victorian London, where women are condescended to and dismissed as silly, emotional creatures who can't be taken seriously, what if there were a secret organization of women spies? They could take advantage of their functional invisibility to see and hear things a male spy would never have access to. (It's the perfect wish-fullfilment fantasy for anyone who has read Victorian novels and been frustrated with the constrained lives of the women.)
The adventure of the first book is Mary's final training exercise before she is admitted as a full member of the Agency: she must pose as a lady's companion in a house where suspicious things are going on. In The Body at the Tower there is an apparently accidental death that might not be so accidental during the construction of Big Ben and the Parliament Buildings, and Mary disguises herself as a boy to get access to the worksite. In Traitor in the Tunnel, Mary is a maid in Buckingham Palace and gets to meet Queen Victoria (wonderful characterization of that famous figure).
Our protagonist chooses the name Mary Quinn, because she can't let anyone find out her real identity. The reader eventually finds out who she is as Mary explores some mysteries in her family's past, and it's an exciting and unusual twist that adds depth to her character and emotional tension to the plot. (My advice? Don't read reviews on Goodreads, and don't read the blurbs on books 2 and 3, because they give away at least part of her secret, and what's the fun of that?)
I really liked Mary. She is resourceful and independent but has realistic fears and makes mistakes. I was also fascinated by the Agency and its two founders, and I wish Lee had explored their stories more. And then there's James. James is an engineer, and he's cocky and flippant and entirely aggravating. Mary keeps running into him in highly compromising circumstances, and their relationship is a delight of Beatrice and Benedict* proportions. Not only do we get all the orphan/historical/spy bits, but there's a smoking romance to boot!
Lee is a Victorian scholar, so her London in the 1850s is full of authentic, stinky detail. If you, like me, are fascinated by the Victorian Age, and if you like a good complex mystery (murder or otherwise), and if you'd really rather your romantic leads snap witticisms than swoon, you'll probably enjoy these books as much as I did.
*Much Ado About Nothing: the characters spend half the play wittily insulting each other, then discover they're madly in love. Great fun. The Emma Thompson/Kenneth Branaugh version is pretty good.