McVeigh was last seen in Woonsocket, Rhode Island on May 3, 1992. She was involved with drugs and prostitution at the time of her disappearance. She has never been heard from again. Her family didn't report her missing until June 17, six weeks later.

McVeigh left behind three children. Her last address was in the 200 block of Second Avenue. Foul play is suspected in her disappearance; investigators believe she is deceased. They have identified persons of interest in her case, but no one has been charged in connection with her disappearance.