Arieanna Day was last seen at approximately 10:00 pm on September 11, 2018. Law Enforcement responded to the address at 11:00pm to investigate a reported abduction. Arieanna's mother, Jessica Day told Law Enforcement she put her daughter to bed at her home on the corner of Hanover Avenue and 11th St in Roanoke City. An hour later, Jessica Day says she went to check on Arieanna, and she was gone.

Arieanna's father, Andrew Terry, told Law Enforcement he went to Jessica Day's house on the night of Arieanna's disappearance, where she gave him the baby. Terry gave a very different account of the crucial hours around Arieanna's disappearance. He said he went back to Jessica's apartment after he finished work, and Jessica met him out front with Arieanna and told him to take her. He said Arieanna had a slight cut and general swelling on her face. He put the baby in his lap and drove towards Blacksburg, and twenty or thirty minutes into the drive, Arieanna simply stopped breathing.

He said he tried to revive her and failed, and he didn't seek medical attention for the baby because he was scared. Instead, Terry stated he took Exit 128 off Interstate 81 in Ironto, Virginia, and continued driving towards Blacksburg. Somewhere along the way, he stopped and dug a shallow grave for Arieanna with his hands, on a bank near the railroad tracks and the intersection of Cedar Run Road and Jennelle Road. He covered her body with leaves.

September 12, Terry took police to the location, but dogs turned up no sign of the baby or a grave site. As Terry had stated the grave was so shallow that the wind might have uncovered Arieanna's body, police asked if he'd fabricated his story. He said he was telling the truth and "I swear to you she's over there somewhere." Later that day, he said recanted, saying he had only brought police to the spot "to show she wasn't there."

When the police questioned him again on September 13, Terry returned to his story about Arieanna dying in his car and him burying her. Further searches turned up no evidence to support the story. Both parents have given Law Enforcement various stories.

Although police believe Arieanna is deceased, they are not sure of the circumstances of her death and both parents remain persons of interest. Her case remains unsolved, but foul play is suspected due to the circumstances involved.

Terry was tried for felony illegal disposal of a body in September 2019, a year after Arieanna's disappearance. Terry's defense attorney questioned whether the baby had actually died. After hours of deliberation, the jury was unable to reach a verdict.