On March 22, 1999, a 22-year-old-year-old woman named Cynthia Vigil Jaramillo is found running naked—except for a padlocked metal collar around her neck—down an unpaved road near Elephant Butte State Park in New Mexico. She told police that she had been abducted three days earlier in Albuquerque by David Parker Ray and Cynthia Lea Hendy who brought her to their mobile home, where she was raped and tortured.
As police delved deeper into Ray and Hendy’s background they became convinced that the woman was not the only victim. Upon hearing initial news reports, another woman called New Mexico police with her own tale of sexual torture at the hands of the couple. Then, an acquaintance of Hendy told investigators that she had previously spoken about Ray burying people near their home.
Jaramillo escaped when Ray was at his job at the State Park, after clawing her way out of her restraints. She got into a scuffle with Hendy and hit her on the back of the head with an ice pick. Hendy pled guilty to being an accomplice and then revealed even more. Soon David Ray’s daughter Jesse was also charged for her participation in a similar 1996 attack. And the Rays' friend Dennis Yancy was charged with the murder of a young woman who disappeared in 1997 from an Elephant Butte bar.
State and federal law enforcement agents believed Ray had many more victims, whom he likely killed, but he was never charged with or convicted of murder. He died in custody in 2002 on the way to beginning a 200-year sentence for kidnapping.