Appleby's father departed from their family's residence to report to work at approximately 9:00 a.m. on August 21, 1996 in Moline, Illinois. A neighbor saw Appleby enter a silver or gray four-door box-style vehicle, similar to a Chevrolet Celebrity, in the driveway of her home between 9:30 and 10:30 a.m. The driver of the vehicle is described as being Caucasian and in his twenties at the time with curly brown or black hair worn long to his shoulders. The suspect was wearing a baseball cap. Neither Appleby nor her suspected abductor have been seen again. Her father reported her disappearance when he could not find her after he returned home from work.

Authorities believe that Appleby may have known the vehicle's driver. Her family's residence was located off of the main road and was not visible from the street. Her case was initially investigated as a runaway, but investigators now believe Appleby was abducted.

Appleby took a swimsuit and a towel before departing from her home. She left approximately $200 behind, which her father said she saved for an upcoming vacation. Her case was initially treated as a runaway by police, but her parents never believed she left of her own accord and investigators now admit it is unlikely.

Appleby's parents believe that David Whipple, the father of one of her friends, was involved in her case. He was convicted of child molestation charges after Appleby vanished; his victim was a girl close to Appleby's age. Whipple took several of his family members to Credit Island Park near Davenport, Iowa on August 21. Appleby frequently accompanied Whipple's relatives to the river. Her parents theorize that she may have been injured in an accident or was the victim of foul play during the excursion. Investigators have been unable to determine if Appleby accompanied Whipple's family to Iowa. He has never been named as a suspect in her disappearance, but authorities said he remained a person of interest.

Appleby's case remains unsolved. Investigators stated that had little evidence and no solid suspects in her disappearance.