Kristina was last seen in Cincinnati, Ohio on April 18, 2002. She was accompanied by her mother, Van "Stephanie" Nguyen, and her younger brother, John Nguyen. Stephanie left behind notes for her husband and parents, stating her failed marriage had driven her to death and she was going to kill herself and her children by driving into the Ohio River near the Grand Victoria Casino.

The Nguyen family was last seen on April 19, the day after they left home, when a police officer stopped Stephanie in her car, a green 1997 Nissan Pathfinder with the Ohio license plate number ADH7739, near a boat ramp to the Ohio River. He stopped her for failing to dim her headlights. The officer noticed two children, presumably Kristina and John, asleep in the backseat of the vehicle. None of them have been seen since.

An extensive search of the Ohio River turned up no sign of the Nguyens or their car, and it's possible Stephanie faked her death and simply left with the children instead. If the Nguyens are still alive, they may still be in Cincinnati, or they may be in Indiana or possibly left the country entirely. Caution is advised when approaching them. Delhi Township, Ohio authorities are handling the Nguyens' disappearances.