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Hess was last seen in Brainerd, Minnesota on February 26, 2002. He was near Oak Street and south Eighth Street at the time of his disappearance. Witnesses said that Hess was walking in an east/southeast direction. He has never been heard from again. He may have been using drugs and alcohol at the time of his disappearance.
Hess's family members reported him as a missing person on February 28. His apartment in the 1100 block of south Sixth Street was untouched. He left all of his clothing, identification and medication inside of his residence. There has not been any activity within Hess's bank accounts since February 2002.
Authorities discovered a jacket matching the description of Hess's parka in May 2002, three months after he disappeared. The jacket was located near a swamp east of the Burlington Northern Santa Fe railroad shops near Highways 210 and 25 in Brainerd. Pants, shoes and socks, and a shirt were also found scattered in the area, in a progressive path along the railroad tracks. Investigators believe that Hess may have died as the result of hypothermia, which often causes victims to undress as the result of disorientation.
Authorities continued several extensive searches for Hess's remains, but no evidence was located. The terrain where they looked for him is so rough and covered with swamps and bogs that the searchers could have been within feet of Hess and not noticed. His family members held a memorial service for him later in 2002 and hope to recover his body in the future.