NEW YORK (CNN) -- Every weekend for more than four years, Fred Murray has walked the road where his daughter, Maura, vanished. Family, friends and volunteers help him look in the woods and mountains near Haverhill, New Hampshire, for clues to what happened to her.
Maura Murray, 21, disappeared while driving in the New Hampshire woods on a snowy night in 2004.
Maura Murray, a 21-year-old nursing student at the University of Massachusetts at Amherst, disappeared on a cold and snowy night in February 2004. She was last known to be driving from Massachusetts through New Hampshire. It is still unclear where she was heading in her black 1996 Saturn.
The car was found abandoned, its front end crashed against a tree. It apparently had skidded off a road at a sharp curve.
Shortly after the accident, a passing bus driver stopped and asked Murray if she needed help. She said no.
Ten minutes later, police arrived. Inside the crumpled Saturn, they found some of Murray's belongings -- school books, running gear, snack foods and alcohol -- police won't say what kind. But Murray was gone, along with her car keys and a backpack she always carried.
There was nothing to hint she'd be motivated to run away, according to her fiancé, William Rausch, and her father, Fred Murray. Watch why this cold case is a true mystery »
Maura Murray had just gotten engaged to Rausch, her college sweetheart and an Army lieutenant stationed in Oklahoma. They planned to marry after she graduated from nursing school in June 2005. She'd found a summer nursing job in Oklahoma. She had everything to look forward to.
"She was in good spirits and had no worries or reason to run away from her life," Fred Murray said.
Investigators initially operated under the theory that the dean's list student was troubled and had decided to escape from the demands of her life for a while. As a result, they did not immediately begin to look for her.
The search did not begin until 39 hours after her crashed car was found. When it finally got under way, helicopters, search dogs and ground teams covered the area near where Murray's car was found.
The dogs picked up her scent for about 100 yards, leading investigators along the road to an area between two homes. There, the dogs lost the trail.
Murray's credit cards and cell phone have not registered any activity since the night she disappeared, February 9, 2004.
Tom Shamshak, a private investigator hired by the Murray family to continue the search, said police and volunteers looked for her for two days.
"No footprints were even found in the snow," he said. "Luckily there hadn't been any fresh snowfall in those two days."
Shamshak has concluded that only two scenarios could explain what happened to Murray. Either she was picked up by someone driving on the road, or she walked to a nearby house to ask for help.
Police say they did not treat Murray's case as an abduction because they saw no signs of a struggle at the scene.
Before she left campus, police learned, Murray had e-mailed her professors and informed them she'd be absent for a few days because of a death in the family. Murray's family and friends said no one in the family had died.
Police also noted that Murray had enough food and other items in her car to suggest she might be taking a short getaway vacation.
Murray is described as 5 feet 7 inches tall, 120 pounds, with brown hair and blue-green eyes. She was last seen wearing a dark coat and jeans and carrying a black backpack and Samsung cell phone.
A $40,000 reward is being offered for any information leading to her whereabouts or the arrest of the person responsible for her disappearance. The tip line is 603-271-2663, New Hampshire State Police.