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Alfred was last seen in Rocky Mountain National Park in Colorado on July 2, 1938. He had gone on a fishing trip with his parents and ten older siblings for the Independence Day weekend. Alfred was with his family on a trail near Fall River when he fell behind the rest of them and vanished. His family searched for him before contacting the park rangers.
The authorities originally believed Alfred had fallen into the river. They dammed it and dragged it for six miles, but didn't find any sign of him. Bloodhounds tracked Alfred's scent 500 feet uphill before they reached a fork in the path and lost the trail.
A couple hiking in another part of the park, six miles away and 2,500 to 3,000 feet higher in elevation than the spot Alfred disappeared from, reported hearing a cry and seeing a small boy resembling Alfred on a high ridge in a treacherous area called the Devil's Nest, near the top of Mt. Chaplin. By the time investigators arrived there a day later, the boy was gone. An extensive ten-day search, involving 150 volunteers, turned up no indication of the child's whereabouts.