Gregory was last seen as she departed from her residence in Parry Sound, Ontario, Canada on February 18, 1978. She planned to vacation in Palo Alto, California and was traveling with a male friend. The individual told authorities that he dropped Gregory off at a bus station in Las Vegas, Nevada approximately ten days after they left Canada. Gregory never arrived at her destination and has not been heard from again.

Gregory's friend said that he drove through New York, Pennsylvania, Ohio, Illinois, Colorado, Utah and Arizona before arriving in Nevada. Gregory was carrying luggage at the time of her disappearance; the bags have never been recovered. Ontario authorities are handling her investigation.