The Disappearance of Mr. Davenheim - S2-E5
Trivia: David Suchet performed all the various conjuring tricks Poirot is trying to pull off. The illusionist in the theater show at the beginning is the late Patrick Page, real life stage magician and coach/consultant for the episode.
Trivia: Poirot in the ship's lounge is reading the actual May 1st 1935 issue of Bystander (recognizable by the cover and with the correct page order, does not seem to be a simple movie prop), roughly consistent with the time frame of the first season and a contest taking place on the 14th. (00:07:50)