Pamela Jean Dunn, 38, of Watertown, South Dakota, was last seen by her mother, whom she had driven home, at approximately 6:00 p.m. on December 9, 2001. At 8:00 p.m. that evening, Dunn told her daughter by phone that her former boyfriend, David "Dave" Asmussen, was at her apartment. At 11:00 p.m., Dunn called her mother again and said Asmussen had phoned her and that she was upset; she has not been heard from since. When Dunn failed to report for her job at Jenkins Living Center the next day, December 10, 2001, Watertown Police conducted a welfare check at her apartment. Officers found the residence locked; her car was parked outside, and her purse, keys, cash, checkbook, prescription medication, and winter coat were left inside. The telephone cord had been forcibly pulled from the wall and a caller-ID box was missing from the scene; a diamond ring associated with Dunn's earlier engagement to Asmussen also could not be located. Dunn was 5'2" and weighed between 120 and 135 pounds, with sandy brown hair, brown eyes, pierced ears, a discolored scar under her nose, and surgical scars on her abdomen from a hysterectomy. Her nickname was "Curly."
The Watertown Police Department and the South Dakota Division of Criminal Investigation have led the investigation since 2001, later joined by the Deuel County Sheriff's Office. Asmussen, who was subject to a protection order after his relationship with Dunn ended, told investigators he was at Dunn's apartment the evening she disappeared and is considered the last person known to have seen her; he denied involvement in her disappearance. He was convicted in South Dakota state court of stalking Dunn and violating the protection order, and in October 2006 a Codington County jury separately convicted him of her kidnapping; he was sentenced in January 2007 to life in prison. In November 2020, investigators excavated a well on an abandoned farmstead in rural Deuel County, northeast of Clear Lake, after a tip that Dunn's remains might be located there; the bones recovered were later determined to be animal, not human. As of late 2025, Asmussen's attorney has filed a motion asking the court to modify his sentence on procedural grounds unrelated to guilt. Asmussen has not been charged in connection with Dunn's death, and her body has not been recovered. Dunn remains classified as an endangered missing person (NamUs #MP88). Anyone with information is asked to contact the Watertown Police Department at (605) 882-6210 or the South Dakota Division of Criminal Investigation at (605) 773-4610.