Lambert was last seen at approximately 1:00 p.m. on February 27, 2006, at his residence in Alexandria, Virginia. He told his family he was going to go fishing. Lambert never returned to his home and has never been heard from again. His truck and boat were later located the same day at the Red River in Alexandria. The boat, a Bass Tacker Pro Team 165, was floating with the motor turned off, and did not contain any fishing equipment.

In April 2006, two months after Lambert's disappearance, a warrant was issued for his arrest. Authorities believe he stole more than $500 from a Super 1 Foods store in Alexandria. He had been questioned about the theft prior to his disappearance. Investigators are unsure what caused Lambert to vanished, but it is possible that he staged his disappearance to avoid criminal prosecution. His case remains unsolved.