Fay was supposed to be baby-sitting her siblings in their Brockton, Massachusetts home on November 14, 1989, but decided to go out with friends. She initially took her younger brother with her, but between 9:30 and 9:45 p.m. she returned to her home to get a sweater and asked her cousin to mind the children while she went to a party on Emerson Avenue. Fay's cousin came over at 10:00 p.m., and Fay then left her residence. She is said to have been in good spirits at the time. She never returned.
Fay initially went to a female friend's house near her own home, but her friend was not at home and the girl's mother refused to let her inside. The mother says Fay smelled of liquor and appeared to be slightly drunk. Fay left the residence accompanied by an older teenaged male friend. They went to a local convenience store at the end of Fay's street, less than a minute's walk from her house. Fay went inside the store, but her friend didn't feel well and went home while she was inside. That was the last time anyone ever saw or heard from her. Fay was reported missing the next morning when she had not returned home from the party. The friend who last saw her is not considered a suspect in her disappearance.
Authorities originally thought Fay had run away from home. She had run away before, but had never been gone very long and had always stayed in touch with her parents. Fay is described as a very social person who was reportedly happy with her life in 1989. Some of her friends were apparently involved with drugs and possibly other illegal activities, and many were not cooperative with police during the initial investigation.
Investigators now believe Fay was abducted shortly after her disappearance, probably by someone she knew and trusted. In 2003, there was a tip that Fay was murdered and her body placed in the trunk of a car and dumped in a pond just outside of Brockton, minutes from her home. Authorities searched the pond but found no evidence. Fay's case remains unsolved and foul play is suspected.