Dolphin was last seen in New Haven, Connecticut sometime during mid-October 1994. He was in weekly contact with his family and friends at the time of his disappearance, and never left the New Haven area unless accompanied by a relative. He has never been heard from again.

On August 21, 1994, approximately two months before Dolphin's disappearance, 74-year-old Gladys Punch and her 76-year-old brother, Warren Tarkington, were shot to death in broad daylight at St. Lawrence Cemetery off Derby Street. They had been putting flowers on Punch's husband's grave when they were ambushed in an apparent robbery attempt. Investigators believe Dolphin was a witness to the crime and was probably killed to ensure his silence. Although police have a suspect in the double homicide, Punch and Tarkington's murders have never been solved.

It's uncharacteristic of Dolphin to leave without warning. Foul play is suspected in his case, which remains unsolved.