My cousin's family moved to a new house in a gated community. At around 11pm, their dog started barking incessantly, which was unusual. My aunt had a gut feeling that something was wrong and went to check on my cousin (he was 5). He was gone.
Police were called, neighborhood search parties, the private guards looked through video footage, etc, to no avail.
At around 3am, my cousin walks out his bedroom wondering what all the commotion was about.
As relieved as we were, of course we all wanted to know where on earth did he go.
His answer? "I was with the fairies!"
Fairies called out to him from his closet, he went to check it out, and he went to their land or whatever.
To this day (some fifteen years later), he maintains his story.