Helphrey was last seen leaving Peggy O'Neill's Irish Pub and Eatery in Palm Harbor, Florida on May 22, 2006. He had two jobs, one of which was managing the Thirsty Marlin seafood restaurant. He closed the restaurant at 12:30 a.m. on May 22 and joined his friends at the pub. At approximately 1:30 a.m., he left the pub and drove away in his blue/gray Mitsubishi Outlander hatchback with Florida license plates numbered G83NYD. He was supposed to meet a friend at his friend's nearby residence. Helphrey's friend says that while they spoke on the phone at 2:00 a.m., Helphrey never met him that night. He apparently never arrived at his own apartment on U. S. 19 in Palm Harbor and has never been heard from again. His vehicle has never been located.

Helphrey is a military veteran who served in Operation Desert Storm, and his loved ones stated he continued to lead a very structured, regimented life even after he left the military. His two daughters didn't live with him, but he visited them on a regular basis. His family describes him as a hardworking, dependable person and a devoted parent, and they don't believe he would have without telling anyone.

Helphrey left behind his belongings, including his toothbrush, shaving kit, clothing and pet dog. There has been no activity on his bank accounts since his disappearance. The circumstances surrounding his disappearance are unclear.