On January 30, 1909, a young man from Knox, North Dakota disappeared. Frank Sherwin was working as a cashier for the American Express Company in Duluth, Minnesota. His family, friends, and employer were baffled. Some thought the young man might have used his position to embezzle money, but George Kennedy, the manager of the American Express office, said the books always balanced, and he considered Frank Sherwin entirely trustworthy.