SIOUX FALLS, S.D. (KELO) — When Watertown Police arrived at Pamela Dunn’s Watertown home in 2001, the door was locked and her purse was on the table, but Pam was nowhere to be found.

Nearly 20 years later, investigators continue following up on leads.

In December of 2001, Pam Dunn’s car was parked outside her Watertown home and there were Christmas lights in the window. This is how investigators found her home after receiving a report that this 38-year old mother and grandmother didn’t show up for work.

Days after she disappeared, the only sign that something was wrong was a note on the door, saying “Pam come home.”

“[There was] no sign of struggle just,” Detective Doug Ries of the Watertown Police Department said. “It’s just frustrating because there isn’t anything to tell us what happened.”

People who knew Pam were hopeful she was still alive and wondered if she was hiding from an ex-boyfriend. “She said she needed to break up with him and I said, ‘Yes Pam, I think you do.’ I said, ‘This man is not a — he’s very violent man and very controlling and yes you do,'” Dunn’s neighbor Paula Amoix said.

That ex was David Asmussen. Pam filed a protection order against him, but it didn’t keep him away.

She was frightened of him, she tried everything she could do to get away from him, he’d be traveling on the road and he’d know every move she made.

Stacy Benson, Pam’s daughter, speaking at Asmussen’s sentencing

Phone records show Asmussen called Pam 17 times leading up to her disappearance and left a series of threatening messages on her cell phone. Asmussen is now in the state penitentiary, serving a life sentence, for violating the protection order. For investigators that’s not enough.

“We want to find Pamela to give them closure,” Deuel County Sheriff Cory Borg said.

Last November, nearly 19 years after Pam’s disappearance, state and local investigators zeroed in on an abandoned Deuel County farm.

“We’ve had some information over the past years of this well site and her possibly being here,” said Borg. “We sent S.D. task force one, Watertown fire rescue doing some other stuff with the well in previous years, today is the final result of it. We’re excavating the well to find any remains if they’re down there.”

The search turned up bones; tests later determined they were not human.

Family, friends and investigators are still waiting for the next tip that could solve the mystery of what happened to Pamela Dunn.

It is a cold case what we’d call it, but we are still working it, we still want her family to have closure.

Sheriff Cory Borg