Wiki-fu led me to the strange case of Ettore Majorana, an Italian physicist whose name I recognize principally because of Majorana neutrinos, which have come to have some relevance in the study of massive neutrinos, though Majorana did his work long before we measured neutrino masses.

Anyway... it seems Majorano vanished in 1938, "during a return boat trip from Palermo to Naples. ... He had apparently withdrawn a large sum of money from his bank account, prior to making the first trip to Palermo a few days before the return trip."

Some speculate "that after having envisioned the destructive power of atomic energy, Majorana did not want to contribute to its deployment in a fascist state."