To merely die would have been average. But to disappear completely and assure one's immortality as a literary mystery betrays a black genius—and has Ambrose Bierce's fingerprints all over it. When the noted author vanished in late 1913 at the age of 71, he left behind a remarkable body of work that ranged from caustic journalism to dark fiction to his incomparable Devil's Dictionary, a compendium of acerbic redefinitions of familiar words. An iconoclast to the end, Bierce was not the type to go gently into a feeble-minded dotage.

After closing out his affairs, he told reporters that his plan was to travel south, into the teeth of the Mexican revolution, and hinted that he might attach himself to Pancho Villa's forces.

To be stood up against a wall and "shot to rags," wrote Bierce, "beats old age."

He mentioned a desire to extend his quixotic journey to South America, but his farewell letters were suffused with a sense of finality. As he wrote to his niece Lora shortly before setting off: "If you hear of my being stood up against a Mexican stone wall and shot to rags please know that I think that a pretty good way to depart this life. It beats old age, disease, or falling down the cellar stairs. To be a Gringo in Mexico—ah, that is euthanasia!"

His final letter, dated December 26, 1913, but later destroyed, suggested that he was in the city of Chihuahua and planning to depart soon for the battle at Ojinaga. Many have concluded that he died in the chaos of that battle or another. Other theories have him executed on orders from Villa or killed by rogue soldiers or, as he predicted, a firing squad. (In the film Old Gringo, based on a novel by Carlos Fuentes, Bierce, as played by Gregory Peck, is shot after arousing the ire of a Mexican general.) Half a dozen cities and towns, from Sierra Mojada, Mexico, to Marfa, Texas, have been posited as his final resting place, and his disappearance instigated State Department and U.S. Army investigations.

"We simply don't know what happened," says Craig Warren, a professor of English at Penn State–Erie and editor of the university's Ambrose Bierce Project Web site. "I think it's likely that he died of wounds or illness in Mexico, but given the lack of evidence, it seems unwise to try to push for conclusions."

Of course, not everyone has taken such a noncommittal view. "I think Mexico was clearly a red herring, an elaborate feint," says Amherst, New York–based literary investigator Joe Nickell, who has found evidence supporting the belief of Bierce's friend and publisher Walter Neale that, rather than crossing into Mexico, Bierce merely used it as a smoke screen. His real destination, Nickell says, was a secluded canyon of the Colorado River, the perfect place for a quiet suicide with a German revolver he'd kept for the purpose. "The later reports that Bierce was seen in Mexico are about the equivalent of today's Elvis Presley sightings," says Nickell. "In my opinion, he planned this all."