The door by the staircase - Katherine Marsh

Twelve-year-old Mary Hayes can't stand her orphanage for another night. When an attempted escape through the stove pipe doesn't go quite as well as she'd hoped, Mary fears she'll be stuck in the Buffalo Asylum for Young Ladies forever. The very next day, however, a mysterious woman named Madame Z appears at the orphanage requesting to adopt Mary. Soon, Mary is at Madame Z's being fed a hearty Russian meal. When Mary begins to explore the strange nearby town with the help of her new friend, Jacob, she learns that all may not be as it seems.