Shirley Jackson's 1957 story "The Missing Girl" is a perfectly modulated horror comedy of manners.
Martha Alexander walks off into the night from the Phillips Education Camp for Girls Twelve to Sixteen. She is never seen again. And by the end of the story, no one at the camp is sure they ever really saw her to begin with.
Local police chief Captain Hook does the interviewing:
....A careful checkup of Recreational Activity lists showed that while she was listed for dramatics and nature study and swimming, her attendance at any of them was dubious; most of the counselors kept slipshod attendance records, and none of them could remember whether any such girl could have come on any given day.
“I’m almost sure I remember her, though,” Little John, an ardent girl of twenty-seven who wore horn-rimmed glasses and tossed her hair back from her face with a pretty gesture that somehow indicated that winters she wore it decently pinned up, told Chief Hook. “I have an awfully good memory for faces, and I think I remember her as one of Rabbit’s friends and relations. Yes, I’m sure I remember her, I have a good memory for faces.”
“Ah,” said the librarian, who was called Miss Mills when she was secretary to Old Jane, and the Snark when she was in the library, “one girl is much like another, at this age. Their unformed minds, their unformed bodies, their little mistakes; we, too, were young once, Captain Hook.”
“Hell,” said the muscular young woman who was known as Tarzan because she taught swimming, “did you ever look at fifty girls all in white bathing caps?”
“Elm?” said the nature study counselor, whose name was Bluebird. “I mean, wasn’t she an elm girl? Did a nice paper on blight? Or was it the other girl, Michaels? Anyway, whichever one it might have been, it was a nice job. Out of the ordinary for us, you know; remember it particularly. Hadn’t noticed either of the girls to speak of—but if she’s really gone, she might be up on Smoky Trail looking for fern; want the girls to make a special topic of fern and mushroom.” She stopped and blinked, presumably taking in a new supply of chlorophyll. “Fern,” she said. “Pays to know plenty about fern.”
“Few of them have any talent, anyway,” the painting counselor said. “In any of the progressive schools this sort of thing—” She gestured tiredly at the canvases propped up against tree stumps or stacked upon a rock, and moved her shoulders nervously under her brand-new blue and yellow checked shirt. “Interested psychologically, of course,” she added quickly. “If I remember this girl, she did sort of vague stuff, almost unwilling. Rejection, almost—if I can find a picture you’ll see right away what I mean.” She poked unenthusiastically among the canvases stacked on the rock, pulled her hand back and said, “Why did I ever—” wiping wet paint off on her blue jeans. “Funny,” she said, “I could have taken an oath she had a canvas around here somewhere. Sort of vague stuff, though—no sense of design, no eye.”
The story is available in the collection Just an Ordinary Day: Stories