Dateline | March 28, 2014
>> narrator: it was early evening in a town called prescott , arizona. it was cooling down, air cooling down to a fine evening warm. here at the town's historic rodeo grounds, refugees from the summer heat in phoenix, settled into the stands to enjoy the annual exploits of the cowboys. at the very same time on the edge of town, a woman named carol kennedy jogged along the base of the mountain. sometime after 7:00, she turned into her big backyard on a street called bridle path. she arrived at the backdoor of the house she intended to inhabit for the rest of her natural days. but of course, carol kennedy had no idea that that was going to be her last day. and no, it would not be natural at all.
>> it's the biggest loss of my life to this day. it's profound. it's piercing. it's constant.
>> narrator: carol kennedy was in, as they say, a good place in her life. this is her friend kathryn morris .
>> carol was the epitome of kindness and living a life from a perspective of having an open heart and being loving.
>> narrator: before she became a first friend, kathryn morris was a student of carol kennedy at the college.
>> her classes were always full, hard to get into.
>> what was he like?
>> she was magnetic and she was always searching for the truth. and you just sort of gravitated her.
>> charisma that pulled her students in, especially maybe you?
>> she was soft and inviting.
>> my name is carol kennedy , i live in prescott , arizona.
>> narrator: we get a sense of her personality in this 2006 interview, in which she was interviewed about her passion, teaching.
>> it's like you get to give seeds to this first row here, and then they turn around and they give it to rows behind them.
>> narrator: and in fact she shared those passions with the man who was her husband for 25 years. love of her life, really. steve demock ever.
>> they were crazy for each other.
>> sharon democker is steve 's sister.
>> carol was really easy to love. she was kind of a natural fit in the family. she was just immediately a sister to all of us.
>> narrator: all of us being the democker family, high achievers , all of them. sharon is a doctor.
>> it's an accomplished bunch. as one of my friends said, there's not a weak link in this group.
>> narrator: carol and steve got married in her parents backyard in rochester, new york.
>> steve was the one that started the adventuring side of things. first there was skiing and hiking and kayaking.
>> they moved around as people do, and wound up in prescott , which seems to be the perfect place to raise their daughters, katie and charlotte.
>> it's a testimony to the kind of people that steve and carol with were, that the girls were their first priority.
>> steve became the dean of students, carol taught psychology there. steve decided to change careers, left the academic life.
>> nobody knows all that what goes on inside a marriage. but i did talk with both of them about it. they both struggled because their lives were moving in different directions.
>> narrator: and as much as they still cared for each other, there were infidelities. steve had an affair. they decided to separate.
>> carol loved steve fiercely. she fought hard for her marriage until the end.
>> narrator: but in 2008 , after more than 25 years of marriage, five living apart. carol filed for divorce.
>> she was sobbing and at first when she called me, it was like, oh, oh, no. and then i realized that the sobbing and the wailing on the phone, it was a mixture of things.
>> open arms .
>> narrator: time for a fresh start. carol had left teaching by that time and was focused on a new passion, painting.
>> her art was developing, she was really doing well with that and taking off of that.
>> narrator: of course she remained close to her daughters, but she also stayed close to steve . and in fact, just a few days before that july morning , the whole family went to the airport that morning on a study abroad trip to south africa . charlotte was staying with her dad in prescott . nothing ahead now but the long, easy days of summer. as she jogged the last few yards to her house, carol passed by the rental cottage she arenrented out to help with her expenses.
>> it had it's own house and it had a kitchen and bath and shower and rooms.
>> narrator: it was comfortable having someone else on the property. the name's name was jim natt, a bit of an odd duck, carol said, but the man didn't cause any trouble.
>> jim natt was just a free spirited surfer dude from hawaii who -- hang ten.
>> narrator: she took him in as a border?
>> it was my understanding that he had been diagnosed with cancer and i think they sort of co-su supported each other with all of the things that they were experiencing.
>> narrator: carol made a salad for dinner, read her e-mail and settled in for an evening at home. she called her mom, ruth , who was now living in tennessee. ruth was 83, the call a nightly ritual and then, at 8:00 p.m ., odde esest thing. the line went dead, but not before ruth heard something rather terrifying. ruth tried to call back, nothing. and there she was so far away, and now, worried. so she decided to call the sheriff's department, whose headquarters is here in downtown prescott .
>> sheriff's office, how can i help you?
>> yes, my name the ruth kennedy and i'm calling from nashville, tennessee. i was on the phone with my daughter and she screamed and said oh, no and the phone's gone dead. and is there anything you can do? can you go check?
>> narrator: oh, no. those two words played back again and again in ruth 's worried brain. and so began a mystery, and a story too unbelievable even for some of its most intimate participan participants. so what