Giannantonio cautions there is no evidence of any criminal activity. "Everything leads us to believe the disappearance is voluntary. It's still categorized as a missing persons case," he says.

"We have to rely on facts and evidence. We don't want to publicize unsubstantiated theories. Everyone has theories, however we can't come out and say this is what actually happened unless we have something to back that up. Other people can, but that's not the business we are in."

Brugos says he thinks anything is possible. "If you are staying together as a group, as a family of four, it's probably a little more difficult. If you want the kids to go to school, questions are asked, and with the Internet everybody is an amateur detective."

Mike and his mother get reported sightings of the McStays on a regular basis. They come from all over the country. Mike, who says he chases them all down, recently received a tip from Belize, where his brother owned property.

"Every time one comes your heart pumps and you hope to God that this is it," Blake says, "and when it's not you fall apart. It's heartbreaking and very hard."

She isn't giving up. Neither is Mike, though both are mindful that ultimately the truth could be devastating.

"Until my dying day I will try to resolve this thing. I have to know where my brother and my family are," Mike says. "I'm going to have to stick with this for the rest of my life. Until we have closure. So that we can have some peace. I know all of us need peace."

Blake says the search for her family is the biggest fight of her life. "I refuse to give up. I hope to God, but at the same time it's been three years.

"How can a family of four just disappear?"