Marlena was last seen playing in the front yard of her family's residence in Union City, Tennessee on April 16, 1987. She has never been heard from again.

Two months after Marlena's disappearance, her mother, Pamela Lynn Bailey, told investigators that she had hit her while trying to discipline her and had unintentionally killed her. She said she disposed of the body in the Obion River. Marlena's body was never located and Bailey recanted her confession shortly afterwards, stating she had made up the story because she was taking medication. She made several conflicting statements about her daughter's disappearance, including one where she said she had sold Marlena to pay off a drug debt. Bailey moved to Kentucky after Marlena disappeared. She had initially been charged with second-degree murder in connection with her daughter's alleged death. The charge was later reduced to manslaughter, then dropped altogether for lack of evidence.

There were reports that Marlena had been seen in Anniston, Alabama in the months following her disappearance. She was supposedly staying with a family there in the late summer of 1987. The family had a history of harboring other people's children. They traveled to Florida, where the father was arrested on sex charges relating to his wife and some of his ten children. Neighbors from Anniston identified photos of Marlena as the child they had seen at the residence, but these sightings were never confirmed.

Bailey was arrested in Kentucky in late April 2002 after she stabbed her twelve-year-old son in a rural cemetery in Graves County. The child survived the attack, stayed overnight in the hospital, and was released into his father's custody. Bailey pleaded no contest to attempted murder, served time in prison and has since been released.

Marlena's disappearance continues to be classified as a non-family abduction. Her case was re-opened by the police after Bailey's 2002 arrest, but it remains unsolved.