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Yesterday was one of the dullest, gloomiest days of the season. Incessant rain, cold winds, and dark clouds were its component parts. Confederate Detectives, however skillful as police, and active in the discharge of their duties, often damage their usefulness by forgetting for the moment that martial law is not in force — that Virginia is a sovereign State--and that all citizens are amenable to her laws, and can only be punished by her officers under them. For two or three days past much or the time of the Mayor has been occupied in the trial of offences against the Confederate Government, and His Honor has suffered no little embarrassment from the fact that the detectives have acted unwisely in working up the cases.

When a theft has been committed on the Confederate Government, and a civilian is suspected of being concerned in it, a warrant from some Justice of the Peace should first be obtained to search his premises, and when the search is made and the goods are found, then the party ought to he taken before a Justice for examination. Neither detectives nor other police officers have the right to enter and search private houses, at their pleasure; and by doing so not only lay themselves liable to prosecution for trespass, but if the parties upon whom they trespass, were to resist their search by force and kill them, no jury would ever find a verdict of guilty against the party thus shedding blood in defence of his private rights.

Within the past week, several stores have been entered by detectives and goods taken off, without the slightest legal authority on the part of the officers. Fortunately no resistance has been made to these acts, and no evil consequences have resulted, but would it not have been an in a legal way, and had the authority of the State for their acts!

When offences are committed by soldiers the military authorities have the means of trying them; but civilians stand upon a different footing, and can only be punished by State Courts, as the laws of the State direct.

The Mayor yesterday morning informed the detectives that he was always willing and ready to aid the Confederate authorities by every legal means within his power; and as we are quite sure that the Confederate officers wish nothing done illegally, there is no reason why the two forces may not operate harmoniously, and thus ensure the good of both Governments and the enforcement of justice.

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