Billy was last seen in Albuquerque, New Mexico on September 22, 1979. He disappeared with his cousin, Mary Lou. They were last seen in the vicinity of Edith Road and the 300 block of Mountain Road northeast in the Martineztown neighborhood. They left to go to the post office and never returned. Neither of them have been heard from again.

The circumstances of the Sena children's disappearances are unclear; there are theories that they ran away, were abducted or accidentally got locked into a railcar while playing. There were rumors that they had been murdered and buried in the basement of a house in the Martineztown area, but this story was never confrmed.

Authorities identified a possible suspect in the children's disappearances in 2011: Michael Cordova, who was Billy's mother's live-in boyfriend in 1979. Billy's sister stated Cordova was a drug dealer and grew marijuana in the family's backyard. His sister remembers that shortly before Billy and Mary Lou vanished, one of Cordova's marijuana plants went missing. Cordova blamed Billy for it and beat him severely. Authorities are trying to find and question Cordova, and they're also looking for a woman named Liza Ramirez, who lived at Billy's residence in 1979.

Most of the Sena children's relatives are deceased, but Billy's sister and Mary Lou's mother are alive. Their cases remain unsolved.