Anjikuni village disappearance
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In November of 1930, a newly licensed trapper named Joe Labelle found a deserted Inuit settlement on the shores of Lake Anjikuni. According to him, there was a still-lit fire cooking a charred soup, all supplies and guns were untouched, and there were no human tracks leading out of the village. Around the edge of the village were found sled dogs who had starved to death, as well as at least one excavated grave (taboo in their culture). Rather than stay in the village overnight and risk meeting the same fate, Labelle hiked to the nearest telegraph office to report the mysterious find to the Royal Canadian Mounted Police (RCMP).
I felt immediately that something was wrong... In view of half cooked dishes, I knew they had been disturbed during the preparation of dinner. In every cabin, I found a rifle leaning beside the door and no Eskimo goes nowhere without his gun... I understood that something terrible had happened.
— Joe Labelle
The first official account of the missing village was printed on November 28, 1930 in the local newspaper "Le Pas, Manitoba" authored by Emmett E. Kelleher. It's possible that there's an earlier record published in the "Danville Bee". The article which likely drew the most attention however was the November 29, 1930 edition of the "Halifax Herald" with the headline:"Tribe Lost in Barrens of North — Village of Dead Found by Wandering Trapper, Joe Labelle." A more modern recollection of the story was included in Frank Edward's book "Stranger than Science". The RCMP's official stance on the story is that it was entirely fabricated by Edwards, which is factually incorrect.
In the November, 1976 edition of Fate Magazine; this mystery was dusted off in an article titled: “Vanished Village Revisited” by Dwight Whalens. The article confirmed that there were records showing that the RCMP had investigated the case again in 1931. These Mounties did admit to discovering an uninhabited settlement, but they deemed it to be either a seasonal or permanent abandonment of the site with no mysterious overtones and (perhaps conveniently) declared the case closed. While it’s known that many Inuit tribes were still semi-nomadic in the 1930s, they would never have deserted their homes — be it temporarily or permanently — in the dead of winter without their prized rifles and essential provisions.
Hypotheses
Alien abduction
The only evidence pointing to a tentative connection with UFOs is a note that strange blue lights were seen in the sky at around the same time.
Torngarsuk
An Inuit demon named Torngarsuk who, according to Inuit legend, is a powerful sky deity who is the leader of a legion of malevolent spirits.