Disappear, vanish, etc. into thin air
Definition 1 of 1
Pro Tip 1/3Figurative Use
Usually not a literal disappearance; implies bewilderment or mystery over how something or someone could go missing. 
The magician made the rabbit disappear into thin air, leaving the audience astonished.
Pro Tip 2/3Mysterious Circumstances
Emphasizes a lack of clues or reasons behind the disappearance, sparking curiosity or concern. 
All her emails disappeared into thin air after the system update.
Pro Tip 3/3Sudden and Complete
Indicates something has disappeared all at once, leaving no sign behind. 
The trail of footprints led to the beach and then disappeared into thin air.