On the afternoon of June 25, 1983, four-year-old Nyleen Kay Marshall was at a family picnic hosted by a ham radio club in the Elkhorn Mountains of Helena National Forest, near her home in Clancy, Montana. Around 4:00 p.m. she was playing near Maupin Creek and was seen by other children talking with an unidentified man in a purple jogging suit. One child remembered the man offering a game called Follow the Shadow. When the other children glanced back moments later, Nyleen was gone. She was last seen in a yellow t-shirt and shorts, without shoes.

An enormous search followed: more than 2,800 volunteers and officers, helicopters with infrared, and canine teams scoured forest, steep terrain, and abandoned mine shafts. Tracking dogs followed her scent from the creek but the trail ended abruptly, leading investigators to consider the possibility she had been taken to a vehicle. The official search ended after ten days with no trace.

Subsequent leads included anonymous calls in November 1985 traced to Wisconsin phone booths, a January 1986 typewritten letter postmarked from Madison claiming the writer had taken a girl named Kay and alleging abuse, and a 1991 confession and recantation by Richard James Wilson that produced no evidence. Nyleen Kay Marshall has never been located. Does anyone have information about the picnic, the purple jogging suit, or events in the Elkhorn Mountains that afternoon?