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Coldon was last seen sitting in her car in her driveway in the 12600 block of Countrybrook Drive in Spanish Lake, Missouri on December 18, 2011. Her father saw her drive away at 2:20 p.m. At 5:30 p.m. her car, a black four-door 1998 Chevrolet Blazer with tinted windows and the Missouri license plate number KE2S6V, was found abandoned at an intersection in the 900 block of St. Clair Avenue in East St. Louis, Illinois, still running with the driver's side door open. There was no sign of Coldon at the scene; she has never been heard from again. The police had the car towed; they didn't realize it belonged to a missing person.
Coldon's loved ones describe her as a responsible, intelligent and deeply religious young woman. She had been homeschooled up until she graduated high school. She could play multiple musical instruments and was also a regional fencing champion. When Coldon moved out of the house after turning 18, she told her parents she was moving in with a female friend. They later found out she was in fact living with a boyfriend. She moved back in with her parents in 2011. Coldon was a junior at the University of Missouri at St. Louis, but she didn't take any fall semester classes the year she disappeared.
Little information is available in Coldon's disappearance; she is missing under unknown circumstances. She may have traveled to Illinois or to San Francisco, California after her disappearance.