I've got a similar but different one, that you might enjoy. It's another "what would you do?"
I was leaving the rowing club late one night, when a woman came out of the darkness saying she was running away from her boyfriend. She wasn't running, and she didn't look terrified, but I saw no reason to disbelieve her. We were in a nice part of London, but it after 10 and we were between a crematorium and a waste recycling depot**, and so she'd have a fair distance to walk/run before she'd be safe, and further to a train station or where she could reliably flag a taxi. I'm not streetwise, and if she was armed and this was all a ruse to rob me, she would succeed. This is the maths I did in my head: worst case scenario for her if she was telling the truth was assault, rape, death. Worst case scenario for me was robbery. Anything else seemed unlikely. Standing around to call the police for help could be unwise as the alleged boyfriend would be there soon, and once she was in my car, I might as well just drive her to the station where she would be safe. I decided to drive her to the station.
Anyway, I wasn't alone, and my friend, in a separate car offered to follow me to the station. D'oh! There had really been no ethical dilemma. But if I had been alone, I would have still done it.
**someone should be able to work out which rowing club we were at.