Fifty-one Tales, by Lord Dunsany, , at sacred-texts.com
THE SPHINX IN THEBES (MASSACHUSETTS)
There was a woman in a steel-built city who had all that money could buy, she had gold and dividends and trains and houses, and she had pets to play with, but she had no sphinx.
So she besought them to bring her a live sphinx; and therefore they went to the menageries, and then to the forests and the desert places, and yet could find no sphinx.
And she would have been content with a little lion but that one was already owned by a woman she knew; so they had to search the world again for a sphinx.
And still there was none.
But they were not men that it is easy to baffle, and at last they found a sphinx in a desert at evening watching a ruined temple whose gods she had eaten hundreds of years ago when her hunger was on her. And they cast chains on her, who was still with an ominous stillness, and took her westwards with them and brought her home.
And so the sphinx came to the steel-built city.
And the woman was very glad that she owned a sphinx: but the sphinx stared long into her eyes one day, and softly asked a riddle of the woman.
And the woman could not answer, and she died.
And the sphinx is silent again and none knows what she will do.