I've never heard it either, but it sounds like an urban tale to me, MGM Lion.

Didn't Peggy Rose even know the name of her friend and of her friend's friend?

Did the man leave home without so much as a change of underwear?

And of course, it's impossible to believe she's still waiting. If she were mentally handicapped or something, eventually the police will have dealt with her.

No, don't believe Peggy Rose, and don't buy any shares from her.