Lelia and her only child, Mary Rachel, were last seen in their hometown of Carolina Beach, Carolina on May 10, 1941. Lelia took Mary Rachel and left home at 9:00 p.m.. Some accounts say she was going out to buy groceries at a store two blocks away; another story says she took $2 and was going to buy a new brassiere at the dime store. She was driving her husband's black 1935 Ford Model A coupe with 1941 North Carolina license plates numbered 219-056. Lelia and Mary Rachel have never been heard from again. Their vehicle was apparently never recovered. Authorities investigated the idea that Lelia murdered her daughter and committed suicide, but there was no evidence to support this. Lelia and Mary Rachel were declared legally dead in 1948.

Lelia's husband, Edis C. "E. C." Bryan, is the prime suspect in his wife and daughter's disappearances. He died in the 1970s and was never charged in their cases. It was theorized that E. C. buried Lelia and Mary Rachel's bodies beneath the concrete foundation of his beach cottage on Raleigh Avenue. In early 2009, investigators cut away concrete from the basement floor and dug underneath in search of human remains, but nothing of interest was found and the house has been ruled out as a burial site. Mary Rachel and Lelia's disappearances remain unsolved.