"Hassoun disappeared from his Marine unit on June 20. He showed up a week later in a hostage-style video, with a sword held over his head and his alleged captors threatening to kill him. Terrorist experts say, however, the group said to have held Hassoun is unknown. "We don't know whether this group is simply an Internet address. ... We don't know if they were simply fabricated. We have no idea what's going on here," says terrorism expert Steve Emerson. A second group later claimed Hassoun was beheaded — then retracted that claim. Pending the investigation, military officials refuse to say Hassoun's kidnapping was a hoax, but they point out he had reportedly talked openly about leaving his Marine unit to join his family in Lebanon. Whether he was kidnapped and then released along the way remains a mystery.