Nancy visited her family in Gate City, Virginia for the Christmas holidays; they last saw her on December 23, 1986. She was supposed to return to her home in Ringgold, Georgia afterwards. She never contacted her family again, which is uncharacteristic of her behavior. Her husband, Howard Hawk Willis, said the last time he saw her was when she told him she was leaving him and he took her to a bus station in Chattanooga, Tennessee. The Willises were building a home in Bradley County, Tennessee, but Nancy disappeared before they could move there.

In October 2002, Howard was charged with the murders of 17-year-old Adam Ray Chrismer and 16-year-old Samantha Leming Chrismer, a newly married couple from Chickamunga, Georgia. They had been living temporarily with Howard's mother on Brentwood Drive in Johnson City, Tennessee and they knew Howard; in fact, they married in a double ceremony alongside Howard's daughter and her husband. Samantha's body and parts of Adam's were found in a rented storage unit, and his head and hands were found in Boone Lake. To complicate matters, Howard's stepfather, Sam Thomas, also disappeared in September 2002. His body, without its head and hands, was later found in Georgia. No one has been charged in his death, but authorities believe it may be connected to the Chrismers' homicides. Howard didn't go to trial for the murders until 2010, eight years after he was charged. He was convicted and sentenced to death. He has never been charged in Nancy's disappearance, but he is considered a suspect in her case.

Nancy has previously lived in Johnson City as well as Denver, Colorado and Myrtle Beach, South Carolina. Foul play is suspected in her case, which remains unsolved.