Connor was last seen at the Boxcar Grille restaurant on North Oxford Street in Claremont, North Carolina on July 18, 2003. He has never been heard from again. Connor's was reported missing six days later, on July 24. He resided in the 4100 block of Highway 70 in Claremont at the time of his disappearance. His daughter stated she found unanswered mail in Connor's mailbox and fourteen messages on his telephone answering machine, his pickup truck was parked in an unusual place, and his cherished Dachsund dog was left behind and hungry. Connor's .357 Magnum handgun, which he normally kept under the couch cushions, was missing.

In February 2006, authorities interviewed John Franklin Dickson, who is the last person known to have seen Connor before his disappearance. Dickson did not provide any useful information, however, and a March 2006 search of a local pond also turned up nothing. Foul play is suspected in Connor's disappearance.