Ylenia was a student at the University of London and was touring Central America and North America when she arrived in New Orleans, Louisiana in 1993. She immersed herself in the street culture and kept company with street musicians and the homeless there. She took notes and stated she planned to write a book about her experiences. Ylenia was last seen in the city's French Quarter area on January 6, 1994. She has never been heard from again. She last spoke to her parents, Albano Carrisi and Rominia Power, three weeks prior to her disappearance. Her family members traveled to Louisiana shortly afterwards to assist in the search efforts. No evidence regarding Ylenia's whereabouts was discovered.

At the time of her disappearance, Ylenia was staying in the LeDale Hotel in the 700 block of St. Charles Avenue with Alaxander Masakela, a street musician. She checked in on December 31, the week before she disappeared. Masakela told police he did not know her whereabouts. He was arrested on unrelated charges on January 31, but quickly released. Most of Ylenia's personal belongings were left behind at the hotel.

The only other possible lead was a security guard who saw a woman jump into the Mississippi River near the Aquarium of the Americas at 11:30 p.m. on January 6, the day Ylenia was last seen. Prior to jumping, the woman was acting strangely and said, "I belong in the water." She swam for approximately 100 yards, then began to struggle, screamed for help, and sank. She fit Ylenia's general physical description and was wearing similar clothing. It has never been established that the person was in fact Ylenia, but many authorities in New Orleans believe it was in fact her. Not everyone believes Ylenia is dead, however. No trace of her remains were found in the river, and there have been many reported sightings of her in Italy. None of the sightings have been confirmed and Ylenia continues to be listed as a missing person.

Ylenia was employed as the hostess on the Italian version of Wheel Of Fortune in 1989, and was something of a celebrity in her native country. She speaks fluent English. Albano and Romina are also popular entertainers in Italy and Ylensia's grandfather was the famous actor Tyrone Power. Ylenia's case remains unsolved.