McFry was last seen at his mother's trailer in Anniston, Alabama on September 5, 1990. He had spent the day clearing brush and was preparing to take a bath. His mother went across the street to spend the night at her sister's home. When she returned the next morning, McFry was gone. The lights and television set in the trailer were turned on and McFry's wallet was left behind. He has never been heard from again. His loved ones believe he was forcibly abducted. An unfamiliar blue van was seen parked near McFry's mother's trailer in the days prior to his disappearance, but no one thought anything of it until after he went missing. McFry's Ford Maverick was found abandoned after his disappearance. Inside the vehicle was a blanket which contained hair and tissue and possible bullet fragments and bloodstains.

In 1991, David Ronald Chandler was convicted of drug trafficking and ordering McFry's death. He was also convicted of having a role in several other killings, including the death of James "Patrick" Burrows, who disappeared less than two weeks before McFry. Chandler was a marijuana dealer and Burrows and McFry were also involved in the drug trade; investigators theorized that Chandler had the two men murdered because he believed they had stolen marijuana from him. Chandler's defense argued that many people had a motive to kill McFry because of his criminal activities.

Chandler was sentenced to death. After his conviction, however, the man who said Chandler had paid him to murder McFry recanted his testimony, and several other witnesses in the case also claimed they had lied. In 2001, Chandler's death sentence was commuted to life in prison. He is presently incarcerated in Hazelton, West Virginia.

Burrows and McFry's remains have never been found, but foul play is suspected in their disappearances due to the circumstances involved.