Law enforcement officers in Elephant Butte, New Mexico, began digging for evidence near the mobile home of David Parker Ray and Cynthia Lea Hendy after more evidence came to light about the couple's activities. On March 22, a twenty-two year old woman was found running naked, except for a padlocked metal collar around her neck, down an unpaved road near Elephant Butte State Park. She told police that Ray and Hendy had abducted her three days earlier in Albuquerque before bringing her to the 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.
The woman escaped when Ray was at his job at the State Park. 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 even more was revealed. Soon David Ray's daughter Jesse was also charged for her participation in a similar 1996 attack. And the Ray's friend Dennis Yancy was charged with the murder of a young woman who disappeared from in 1997 from an Elephant Butte bar.