When I was a kid, I had a friend who told me a story of how her 19-year-old sister "A" would sometimes disappear every now and then, sometimes for a few hours, sometimes for a couple of days. When "A" reappeared, she'd say that she'd been to her friends' home. When questioned which friends she meant, and where their home was, she'd say "the ones who live in the woods."
"A" disclosed that her friends would come to her at night while others slept. They'd talk for hours, play games, and invite her to visit them often. She was especially close with one of the males. He had been courting her for some time, bringing her gifts of rare flowers, unusual fruits and homemade scents. She told her family that her friends were exceptionally attractive, dressed in yellow garments, had melodious voices, and could appear in her dreams at will. They weren't particularly concerned that she would tell her family about them. They were pretty sure no one would believe her. They even told her to be careful; they didn't want anyone putting her in a mental hospital. All their gifts turned to dust when she tried to show them to people. Little souvenirs she picked up from visits to their home, like a yellow scarf, an engraved spoon, transformed into leaves and twigs.
Her family became alarmed. They had heard of supernatural beings called "orang bunian", who would sometimes take a liking to a human, and spirit them away to their own world.
The last time I heard from my friend was before they moved away. I have a feeling the move was triggered by what was happening to "A". Perhaps they thought moving away could save her? I don't know how things turned out., but I've always wondered.
Below are some links to mysterious disappearances and other incidents that have happened to some people in Malaysia.
Lost hiker mystery
What the forest wants, the forest takes
Paranormal cops search for missing headmistress
Mystical link in disappearance of Orang Asli children
Strange music and colorful objects