Years ago I remember watching a segment on missing mother, daughter and daughters friend who spent the night. The house was found unlocked, tv on.
Nothing was found disturbed in the house. No one heard from them since.
I looked on the episode guide but could not find a segment that resembled this. I thought it was on Unsolved Mysteries since it was my favorite show.

This sounds like the case of Stacy McCall, her friend Susan Streeter, and her mother Sherrill Levitt. This occurred in Springfield Missouri in 1992.

http://www.charleyproject.org/cases/m/mccall_stacy.html

http://www.doenetwork.org/cases/618dfmo.html

If this is the case you are referring to it wasn't on UM as far and I know, but then again I've only seen like 75% of the episodes. I do know America's Most Wanted did profile it.

Wow! Yes, this is the case I remembered. It always made me wonder how 3 people could have vanished with out a trace from home. No bodies. No nothing. Thanks so much for the URL's. I can tell this is going to be a board I am going to enjoy.