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The decades-old disappearance of twenty-one-year-old teaching student Deirdre O'Donnell is the Holy Grail for true-crime buffs—and Skylar Brennan, the host of the Ugly Town podcast, is no exception. In fact, on the mean streets of the internet, he's considered an expert on the case. (In law-enforcement circles, he's viewed as just another crackpot amateur sleuth.)

Every February, the remote New Hampshire village of Woodlark holds a candlelight vigil for Deirdre. Family, friends, and "support...