This photo of Martha (which appears to have been taken outside of the trailer where her family lived in Daingerfield, Texas) has often been retouched to remove the small dog she was holding when featured on missing person websites (this is a screenshot from the
Runaway Train music video).
Eric Owens. His older brother Kenneth, was shot and killed a year before he disappeared.
Before I get into my theory of this case, it's worth noting that Chief Deputy Robbie Gray, who began investigating the case in 1999, has noted that the Dunns were "a strange family" (which is exactly how the Reddit user, who claimed to have lived across the street from them at the time of Martha's disappearance described them) and he seemed skeptical of the "lead" from the family friend in Oklahoma, which never went anywhere, as well as Martha's father's theory that she and Eric were kidnapped by drug dealers, which also was a dead end. Gray also said that Martha may have been anxious to "get out from under them", which leads me to suspect that he has a similar theory. If Martha was pregnant by a family member, I don't think it was her brother James (who was four years younger), however, given that he became a sexual predator who assaulted at least one child, I'm inclined to think that there was sexual abuse going on in the family. If Martha didn't run away (and I don't think she did), maybe she was trying to or planning to; maybe she confided to Eric about what was going on in the house, and he was going to help her escape. Whoever was abusing Martha and possibly impregnated her (and I think you can figure out who I'm referring to), was not about to let her leave or risk her exposing the family secrets. It explains the wildly different stories that her parents (particularly her father) put out, which conveniently pointed suspicion away from the family and sent law enforcement (when they bothered to investigate) on wild goose chases. It explains the "they were heavily involved with drugs" story, and that they were supposedly sighted in Oklahoma, although never in the places in that state or Kansas where Eric's aunt and mother respectively, lived at the time. There was also no mention of Martha contacting her relatives in Oklahoma, whom she had been visiting the day before her disappearance. Even the story of her arguing with her parents seems like a convenient set-up to make her look like a "bad kid" who took off with her boyfriend.
They seem to have disappeared off the face of the earth, and the one sighting that seemed remotely promising went nowhere. Again, I'm suspicious about this "family friend" who claimed to have seen them on September 30th, almost a month after they went missing (and he supposedly only talked to Martha's father but did not contact the police). Why didn't this person report this sighting to the police himself? There is very little information about this family friend or whether or not he was questioned or interviewed by police. This is in a similar vein when a killer in a domestic homicide that has been covered up claims to have seen or heard from the victim when no one else did. Here, similar to the case of Aundria Bowman/Alexis Badger, you've got one of the parents claiming to have heard from someone who saw Martha and Eric, but when it was investigated, nothing came of it. I'm also disturbed by the claim that the last time they saw Martha was at 2:20 pm, that she called Eric at 10 pm, and that she was reported missing at 5 am. That has to mean she was probably around the trailer most of the afternoon and evening, but the last time they saw her was in the afternoon, and by the next day she and Eric were "gone" (that word always stands out to me in missing person cases, and it also brings the Alissa Turney case to mind. Her stepfather said the last time he saw her was at home, walking down the hallway to her room, and when he checked later, she was "gone"). It doesn't add up. Since Martha and Eric were believed to be runaways (and despite what her sister claimed, I think her parents probably reported Martha as one, and Eric was presumed to be because he vanished at the same time), the police probably didn't bother to search the trailer or the surrounding area.
IMO.