Caballero, a retired railroad worker, was boarding with a family on the southeast side of Chicago in the summer of 2002. The family he lived with was going to go on vacation in August of that year, and a disagreement arose over whether Caballero should accompany them. Afterwards, he vanished. This is not the first time Caballero has disappeared; earlier on the month of his disappearance he was reported missing, found by police, and taken to a hospital where he was found to be in good physical and mental condition.

Caballero's bank accounts have not been utilized since his disappearance. Authorities believe he may be in trouble, but foul play is not suspected in his disappearance. His case remains unsolved.