The next day, Nick returns to the house, where the investigation is continuing and is frustrated when told that he cannot open the box Amy had prepared with the clues for the treasure hunt. When he gets to the police station, he is met by Amy's parents, whose happy marriage contrasts with the one Nick witnessed while growing up. His parents were very unhappy together, and once they divorced (when he was 12), his mother became much happier. Nick knows that both he and his sister were shaped by these experiences. He also has his first experience with giving a media statement, and realizes only afterwards that he has come across badly.
Amy's disappearance is worrying because the town of Carthage has fallen on tough economic times, and there are many unemployed and angry residents. The Riverway Mall, a major employer, closed the previous year. As part of the investigation, the detectives open the gift-wrapped box found in the bedroom, which contains an envelope marked "First Clue." The clue directs Nick to his office at the local community college, where he works part-time as a professor teaching journalism classes, and he goes there with the detectives. In the office, Nick finds two more envelopes and a pair of lacy red panties. The first envelope contains a note praising his intelligence, while the second contains the next clue. Nick lies and tells the detective he does not understand where the clue is directing him.
He returns to the hotel where Amy's parents are staying and they tell him that they were questioned about his and Amy's marriage, but that they spoke only well of him. They also reveal that the detectives have noticed that Nick lied about having made dinner reservations for a special anniversary celebration. The Elliotts have a couple of potential suspects in mind. The first is a woman named Hilary Handy, who was obsessed with Amy in high school and tried to assume her identity, eventually pushing Amy down a flight of stairs. The second is Desi Collings, Amy's old boyfriend who was also obsessed with her and tried to kill himself after she broke up with him. Desi now lives in St. Louis, only a short distance away, and has written regularly to Amy over the years.
Nick stays over at the hotel so that he can be on hand early the next day as the search efforts begin. Detective Boney warns Nick that some women may flirt with him as the bereaved husband, but he rejects this suggestion. She also mentions Noelle Hawthorne, a woman who lives in their neighborhood and Nick assures her that Noelle and Amy were not friends. During the search meeting, a local resident suggests to Nick that a gang called the Blue Book boys might be involved in Amy's disappearance. The gang consists of men laid off from their work at the recently closed blue book factory, who now use the abandoned mall as their home base. Nick asks the detective to search the mall, and they promise they will.
As the day's search proceeds, a woman named Shawna Kelly behaves flirtatiously towards Nick. He tries to brush her aside, but she takes a picture of the two of them together in which Nick reflexively smiles.
Amy's diary documents their third wedding anniversary, by which time their marriage is no longer so blissful. Nick's magazine is suffering. Many of his friends have been laid off, and his own job is in danger. He does not come home until very late, ruining Amy's planned treasure hunt, and then is drunk and angry. When Amy looks through some of the receipts he has brought home, she sees that he has been out at strip clubs, and also that a woman has given him her number. She is worried but doesn't want to nag him.
A short time later, Nick does indeed lose his job, and Amy does too, putting a strain on their marriage. He copes by becoming depressed and angry. Amy is comforted by the money in her trust fund, but then her parents abruptly reveal that they are in financial difficulties and need to borrow a large amount of money, which virtually depletes the fund and makes the situation much more precarious. It is only a few weeks later when Nick gets the phone call about his mother's illness and decides he wants to move back to Missouri. Amy is supportive of his decision but he is still annoyed by her initial shock at the idea. She is worried and upset as they leave New York, and he makes no effort to comfort her.
While the behaviors of Nick and Amy are influenced by their personality and psychological factors from their childhood, the novel also makes clear that external factors also create stress on their relationship. The most significant factor is the economic crisis. Amy and Nick leave New York partially in order to help care for Nick's ailing mother, but largely because they have both lost their jobs, and therefore have no reason to stay in New York. It would be in their best interest to find somewhere cheaper to live. Carthage is also a town suffering from economic devastation, as the closure of the Riverway Mall demonstrates. The investigation around Amy's disappearance reveals that this lack of economic opportunity raises the risks of drug use and violence.
The implication that people who have lost their jobs can more readily become frustrated and angry casts some suspicion towards Nick. He has clearly been upset by the loss of his writing job, and the identity he associated with that job. Moreover, there is a connection between work, money, and masculinity. Nick feels ashamed and emasculated when he borrows money from Amy's trust fund. He already often feels inferior to her, and this financial arrangement makes those feelings worse.
Amy and Nick are not the only ones to suffer from the economic downturn. Margo had previously been very successful, but returned to Carthage after losing her own job. Amy's parents made a series of bad investments, and ignored the fact that their books were no longer selling successfully. These additional cases show the widespread nature of the economic recession. There may also be a connection between financial secrets and other kinds of secrets. Amy's parents hide their financial problems and give the appearance of wealth and success. This serves as a subtle reminder to readers that things are not always as they seem, and that people often keep secrets.
Media attention surrounding Amy's case begins almost as soon as she disappears. This widespread interest reflects obsessions with crime and celebrity in modern American society. Amy's case is especially alluring because she is beautiful and somewhat famous. Everyone begins idealizing her, and assuming that she was a perfect wife and a perfect daughter, a trend that annoys Nick. The media coverage shows how quickly an idea can take hold, and also reveals that people would often prefer to believe a simple, uncomplicated narrative rather than the messier and more ambiguous truth about people.
Nick's own publicity appearances also reveal the importance of public sympathy and image. There is no hard evidence against him, but people are going to start to make up their minds as to whether they think he is innocent or guilty long before the truth can be determined. Appearances will matter more than reality, and how appropriately Nick behaves will be more significant than whether he is actually a good man. Nick is aware of the importance of good publicity, but he is also not naturally cunning or strategic. He tends to behave naturally, without thinking about how this will be perceived, and only realizes the consequences too late.