The Lost Colony of Roanoke
This one is a conundrum that's puzzled historians for centuries. In July 1587, a group of 117 English settlers landed on Roanoke Island, off the coast of what is now North Carolina [source: Miller]. The following month, John White, the colony's governor, sailed back across the Atlantic to pick up a load of supplies, pledging to return in three months. When he arrived in England, however, war broke out with Spain, and with all the available ships pressed into service against the Spanish Armada, Smith was stranded. He wasn't able to sail back to Roanoke Island until August 1590 [sources: Miller, History.com].
When White arrived, he was shocked to discover that the fort he'd erected had been partially dismantled, and the colonists he'd left behind had ]vanished — as had their houses, weapons and other belongings [source: Miller]. There was also no Maltese cross carved anywhere, the agreed-upon sign that the colony had left under duress.
The only apparent clue, carved into a wooden post, was "CROATOAN," the name of both a nearby island and a Native American tribe. It could be that they were killed or abducted by Native Americans, with whom the English had tense relations, or fallen victim to Spaniards who came up from Florida. They might have suffered a devastating epidemic. Or perhaps they split up and intermarried with some of the Native American tribes. It's also been hypothesized that they may have tried to sail back to England themselves, only to be lost at sea [sources: Basu, History.com].