Cheney was last seen in Willis, Texas on July 20, 2007. At the time of his disappearance, he was living in a mobile home in the 10100 block of Barberry Street in the Walnut Cove subdivision with a married couple, Diana "Lori" Killebrew and Jessie Wayne Killebrew. They had lived in a ménage à trois arrangement for years: Cheney shared the master bedroom with Lori, and Jessie slept in another room. A photo of Lori is posted below this case summary. Jessie was on a business trip on the day Cheney disappeared. The next day, he came home and found his wife stabbed to death and Cheney missing.

No arrests have been made in Lori's murder and investigators have declined to say whether Cheney is considered a suspect in her death, but they would like to question him and find out what, if anything, he knows about the homicide. He does have a prior criminal record for felony theft and drug possession. He is classified as a missing person and his case remains unsolved.

Above: Diana "Lori" Killebrew