It's almost unheard of for an entire family to go missing. It's even more unusual when a family of four disappears without a trace. But the McStay family of San Diego, California hasn't been heard from since February 4th, 2009. They haven't used their credit cards or accessed their bank accounts, and yet there are no signs that any foul play occurred. E! Investigates will trace the last known steps of the McStays, and pursue the theory that they may have planned to disappear without a trace in order to start a new life in a foreign country.