Cox was last seen leaving the parking lot of the United States Armed Services Recruiting Station in her hometown of Somerset, Kentucky on August 23, 1997 at approximately 11:30 a.m. She has never been heard from again. Her mother discovered Cox's vehicle abandoned in the parking lot of the Wal-Mart store across the street from the Recruiting Station at approximately 5:30 a.m.on August 24, the following morning. Cox's car was locked and her purse, identification and money was inside the vehicle. There was no sign of Cox at the scene and her car keys were not located.

Cox was born in Hamilton County, Ohio. She joined the United States Navy prior to her disappearance and was scheduled to report to the Great Lakes Recruit Training Center in Illinois on September 9, 1997. Her family believes that she was taken against her will. Her case remains unsolved.