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In episode five, Fran Martin popped out to the petrol station in Hamilton in 2005, bought cigarettes, and wasn't seen again. Her father, Bob, has spent his life savings looking for her.

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Bob Martin has spent 13 years, his savings and much of his pension looking for his daughter.

When she disappeared in 2005, the 79-year-old combed the reserves along State Highway 1 between Hamilton and Taupo. He put flyers up in Putaruru and Tokoroa. He dug on land because psychics told him that's where she'd be.

But he's been unable to find her.

Francesca Martin - known as Fran and aged 42 when she went missing - was last seen at a petrol station in Hamilton on April 20, 2005. Her white Nissan Pulsar turned up the next day two hours' drive away, near the intersection of State Highway 1 and 5 in Wairakei.

"All I want to do is to get someone to come up and tell me, I do know where she is and get lucky and find that he's right or she's right," Bob says. "All I want is my daughter and to bury her - nothing more."

Bob told RNZ's podcast The Lost he's driven to Wairakei to look for Fran more than one hundred times and spent his savings of $75,000 in his search.

"I had big telephone bills. It was just a bit here and a bit there, but a bit here and a bit there over six years is a lot of money."

Fran was last seen at a Caltex petrol station. CCTV footage shows she bought cigarettes, took out $30 and then left. About 20 seconds later, it appears she came back in to ask for directions.

At the time, police said Fran was at the petrol station at 8.55pm, but Detective Sergeant, Matt Cranshaw, who is in charge of her case now, says she took out money at exactly 7.57pm - an hour earlier.

Mr Cranshaw says the discrepancy between the petrol station timestamp and bank withdrawal could be because of daylight saving.

A truck driver would later report seeing a car like Fran's passing him near the highway intersection at Wairakei at about 10.45pm. When he approached the intersection, Mr Cranshaw says the truck driver looked up State Highway 5 towards Rotorua and saw what appeared to be the same car parked.

"The inside lights turned on and the passenger door was opened," Mr Cranshaw says. "From that he assumed there may be two people because that door was open. However, he could not see inside the vehicle."

Fran's car was be found by police about 24 hours after she was seen at the petrol station…

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In episode four, two year-old Jefferie Hill went outside to play, saying, "I won't go away, Mummy." So how does mum Jo Reynolds and his family deal with the fact they've never seen him again? What happened to him?

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Jefferie Hill would be 52 years old today - but when his mother last saw him he was just a toddler.

Jefferie disappeared on September 28th, 1968; Keith Holyoake was still Prime Minister of New Zealand. The 2-year-old had been playing in the neighbour's back yard before heading towards the Matarawa Creek in Tokoroa.

It was thought he fell in the water, but despite the creek being drained and an extensive search carried out for days and weeks after he disappeared, Jefferie wasn't found. Doubt has crept in and other scenarios investigated, yet there have been no answers for a family that has never forgotten their precious boy.

Jefferie's mother, Jo Reynolds, and sister, Laura Hill, told RNZ's podcast, The Lost, they've had their doubts about Jefferie falling in the rubbish-filled water.

"There is no way in the world he would have got through that rubbish," Reynolds says. "That's why I wonder whether he's been picked up. He's been taken."

The creek is about 3m wide and 1.5m deep, and was used as the neighbourhood dumping site. Jefferie went missing on a Saturday morning - the first beautiful day of Spring after three weeks of rain.

He went outside to play with the neighbour's little girl, Karen Stubbs, about 9.30am. Jo kept an eye out for her son through a window, and last saw him tipping a bucket over his head in a sandpit.

"The next thing I heard Robert, my oldest son who was six at the time. I heard him scream and I knew he'd been riding his little bike," she says.

"I thought 'oh my God, he's put his foot through the spokes' and it was the neighbour, the mother of the little girl, coming over to tell me that Jefferie had gone into the creek."

The last person to see Jefferie alive was Karen Stubbs. She was only two years and nine months old. Hundreds searched for Jefferie. A red plastic spade belonging to him was found nearby.

The creek was drained and rubbish removed. Residents looked under buildings and houses. But Jefferie wasn't found.

Former Senior Sergeant Ronald Moncur, 84, was part of the search, and now lives in Auckland.

"It was a quite populated area. You would have thought he would have surfaced somewhere along the line," he says. "I don't know what else I could do and I still don't know what I would do if it happened again. We did our very best to find him."…

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In episode three, Tracey Donnelly says her husband Jim's disappearance is illogical, and 13 years on, still believes there are answers to be found - in the Glenbrook Steel Mill.

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On Monday 21 June 2004, Jim Donnelly signed into work as usual. Thirteen years later, he still hasn't signed out.

The 43-year-old father-of-two worked at the Glenbrook Steel Mill, south of Auckland, for nearly 20 years.

His wife, Tracey, is still trying to find out what happened to him; she believes the answer lies in the mill where he was last seen alive.

"There has been no sighting of him apart from inside the mill. There has been no sighting of him leaving. There has been no sighting of him since he was seen on the gantry," she says.

"It makes me incredibly sad and upset that this wonderful person who was my husband and the father of my children disappeared without a trace."

The couple's children, Liam and Siobhan, were aged seven and five when Jim disappeared. They are now grown up.

On the day Jim went missing, Tracey called him at work about 8am and became increasingly worried when she didn't hear back. Jim had missed a 9am meeting and was nowhere to be found, yet his car was still parked at the mill carpark. He was reported missing about 6pm.

Tracey believed he may have had an accident, but the theory shifted. Search and rescue teams thought he may have had a mental breakdown and was actively evading them.

Jim had been behaving strangely in the days before his disappearance. Tracey and Jim had planned to spend the night at an Auckland hotel on the Saturday, but out of nowhere he said he had a meeting to go to.

A Saturday night meeting made no sense to Tracey, but no matter how hard she tried to find out more, Jim wouldn't tell her where he was going. He hired a suit and headed off. It's still not clear why he needed the suit.

Things between the pair didn't get any better the next day, when again Jim said he had to divert a "crisis and a waste". Tracey was confused.

Some of his co-workers described Jim's behaviour as strange on the Monday too.

Five days after Jim was last seen at work, workers at the mill found his hard hat next to an acid tank in a restricted area of the mill - the area had already been searched.

The tank was drained and some of Jim's things were found inside. The acid wasn't strong enough to do significant damage. His house keys have never been found.

Who put Jim's things there? That question remains unanswered. The hard hat wasn't tested for fingerprints.

The search for Jim was eventually scaled back…

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In episode two, Shannel Yorke struggles to remember her mother, Judith, who disappeared in 1992, and retired cop Alan Collin talks of his determination to find peace for the family.

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At least one of about 30 people is believed to hold the key to the disappearance of mother-of-two Judith Yorke 25 years ago.

The 25-year-old, known as Judy, was last seen at an orchard shed, where she was partying with about 30 others in Matapihi on October 21, 1992. Police believe she was killed. All the party-goers were interviewed. One of them became the main suspect. For the first time, that person is revealed in the RNZ podcast The Lost as Aaron Komene.

But police have never gone back to the party-goers despite believing some never completely told the truth - and Judy has yet to be found. Judy's daughter Shannel Yorke told RNZ's The Lost it was time the police re-interview witnesses to find out what happened to her mother.

Shannel was just shy of her fourth birthday when Judy went missing, so remembers very little about her.

"Certain perfumes I smell remind me of her, but no real memories," she says. "I do hope that one day we do find her. I'm still hopeful. I know it's a long shot, but I guess there is still hope."

Alan Collin was the lead investigator when Judy went missing in 1992. He has since retired from the police, but says solving her disappearance is still important to him.

He was called in 14 days after Judy was last seen at Matapihi and immediately launched a homicide investigation.

Judy had dropped off Shannel with her parents in Te Puke and gone out to a hotel in Mount Maunganui. She went out with her former partner's brother, Aaron Komene. Mr Collin says the pair were sleeping together.

About 11pm, Judy, Aaron and four others headed to Matapihi in her car. They had planned to go to a marae, but it was closed so headed to the orchard shed known to have music and booze.

Judy was last seen there between 1am and 2.30am. When the group she'd arrived with didn't find her, they left in her car without her. Her muddied shoes were found a day later.

The police interviewed the party-goes about Judy's last whereabouts. Mr Collin doesn't believe everyone told the truth. There were so many inconsistencies, the police went back and interviewed them again. He says the people in the Judy's car before and after the party, including Aaron Komene, were looked at closely.

When asked why Aaron was a suspect, Mr Collin says the police look for motive and opportunity, and jealousy is a strong motive…

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