Billy Gaffney (New York, 1927)

When 4-year-old Billy Gaffney was left to play with a 3-year-old friend in the hallway of his Brooklyn apartment building for just a few moments, the two boys disappeared. The 3-year-old was eventually found on the roof of the apartment building, and he said the "boogey-man," an elderly gentlemen with a gray mustache, had spirited Billy away. Serial killer Albert Fish (who fits the boogey-man description) confessed to Billy's murder years later, but Billy's remains have yet to be found.