On May 18, 1926, McPherson disappeared from Ocean Park Beach, in Santa Monica, CA. Presuming she had drowned, searchers combed the beach and nearby area, but could not locate her body. Immediately, McPherson sightings occurred around the county, often in widely divergent locations many miles apart on the same day. The Angelus Temple received calls and letters claiming knowledge of McPherson, including demands for ransom. After several weeks of unpromising leads, Mildred Kennedy regarded the messages as hoaxes, believing her daughter dead.