Pena was a student at St. Alphonsus Commercial High School in the New York City borough of lower Manhattan in 1976. Her family resided in the borough of the Bronx. Pena used the subway as her means of transportation to and from school. When returning home on her normal route, Pena took the Number Two Train at the 149th Street station in Manhattan. She would travel five stops down the line to her exit at the Simpson Street station in the Bronx. Pena took the Number 5 bus from that subway stop to her family's home every school day.

Pena was last seen by her friends at the 149th Street station between 3:00 and 4:00 p.m. on October 6, 1976. She never arrived at her residence that day and has not been heard from again. A witness came forward several days after Pena initially vanished and told her family that she had seen Pena on October 6 after the final reported sighting. The witness stated that Pena was on the corner of 163rd Street and Southern Boulevard with a resident of the Bronx named Anthony Flores. Flores, whose nickname is Rudy, was holding Pena by her arm. Pena appeared frightened of him.

Flores claimed that he was not with Pena the day she vanished and that he had nothing to do with her case. He is also a suspect in the case of nine-year-old Nelida Del Valle, who disappeared from Boston, Massachusetts in 1976. He has not been charged in either case, however. Flores is currently serving a prison sentence in New York for the abduction, rape and murder of woman and her young daughter. Pena has never been located.