Duke was last seen in La Junta, Colorado on August 16, 2003. He and a companion, Pam Eddings, were traveling in Duke's niece's van in the Vogel Canyon area south of La Junta. According to Eddings, the van became high-centered and they decided to abandon it and walk back to town. Eddings said she was unable to make the trip and Duke left her and went for help. He never arrived home and has never been heard from again. A rancher eventually found Eddings and took her back to La Junta. The van was found on August 18, in a pasture about 44 miles south of La Junta.

In late September 2003, six weeks after Duke's disappearance, the residence owned by him and occupied by his niece and her family caught fire after an explosion. A man and three young children were severely burned in the fire, but all the victims recovered from their injuries. Authorities determined the fire was arson, but they haven't connected it to Duke's disappearance. His case remains unsolved.