Did an ancestor disappear from the census or other records at a certain time period? He may have been put into prison for a while. Take a look through some of these databases for prison records from the 1800s to the mid 1900s from a various States, and includes some execution records:
Alabama
Arizona
Arkansas
California
Colorado
Connecticut
Delaware
Florida
Idaho
Illinois
Indiana
Iowa
Maryland
Michigan
Mississippi
Missouri
Montana
Nevada
New Hampshire
New York
Ohio
Oklahoma
Pennsylvania
South Dakota
Tennessee
Texas
Utah
Virginia
West Virginia
Wisconsin
Wyoming
Deloris