Delly was last seen leaving her cashier job at Wal-Mart in the 3400 block of U.S. 41 on Tamiami Trail east in Naples, Florida at approximately 4:35 p.m. on May 17, 2010. Her husband dropped her off at work at 8:30 a.m., but he doesn't know who picked her up. Surveillance cameras of the parking lot show her walking outside, then into a blind spot, so they couldn't record who she left with or whether she got into a car. She has never been heard from again.

Delly has two daughters and two living sons; a third son died in an accident in 2002. Although she had left town on two previous occasions without telling her husband, her loved ones stated she is a dedicated mother who would have never abandoned her children. She had worked for Wal-Mart for five years before her disappearance and was considered a good, reliable employee. She doesn't have a driver's license, she may not have had her diabetes medication when she disappeared, and there hasn't been any activity on her bank accounts or any indication that she left the country.

Delly and her husband of several years got into an argument the weekend before she went missing. They lived in an apartment off Green Boulevard. Her family stated they argued frequently and he occasionally abused her physically, something he denies. Delly's husband he is considered a person of interest in her case, but authorities have not named anyone as a suspect in her disappearance. Her disappearance is considered suspicious and case remains unsolved.