When Melissa Barthelemy suddenly stopped calling home, her mother, Lynn, asked her younger daughter what sisterly secrets she was keeping.

Amanda, now 16, reluctantly told her mother that Melissa was "dating men for money because she makes far more from that than being a beautician," the family's lawyer said.

It was an early clue in what would become a painful journey for families of four murdered women whose bodies were discovered on Gilgo Beach last month.

At least two of the families - the Barthelemys of the Buffalo area and the Watermans of Maine - struggled to get police attention and went down their own investigative paths, one consulting a psychic and the other selling jewelry to finance efforts.

Sienna Baskin, co-director of the Sex Workers Project, an advocacy group in Manhattan, said prostitute disappearances "may not be taken seriously" by police because women who sell sex "are marginalized in our society."

Family files report

Barthelemy, 24, had talked nearly every day with her family after moving to New York City in 2007. When no one heard from her in early July 2009, her mother's fiance, Jeffrey Martina, tried to file a missing persons report with the NYPD.

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At first, the family was told it would take 48 hours to open a case, according to family lawyer Steven M. Cohen. They were told to gather as much information as possible about Melissa, 24, before calling back.

That's when Lynn implored Amanda to open up.

"Tell me anything you know," she said, according to Cohen. But the teen hesitated.

"Amanda said she would be breaking a confidence and that Melissa would be angry with her," Cohen said.

The secret came out. It was the first time Melissa's mother learned she was a prostitute. She had told her family she worked as an exotic dancer.

After she went missing, Martina told his brother James about the situation. James spoke with his friend, Erie County Sheriff Timothy B. Howard, at an Italian street festival in Buffalo. Howard had Undersheriff Richard T. Donovan call the Barthelemys. Donovan then contacted an NYPD detective friend, who began searching for Melissa, James Martina said. The sheriff's department declined to comment.

The NYPD monitored Melissa's cell phone, collected evidence at her Bronx apartment and questioned people at strip clubs where she worked. But they didn't find her. A psychic the family consulted told them Melissa was in a shallow grave overlooking a body of water.

The NYPD declined to comment on the family's account.

Of the four victims, Melissa's remains were the first to be discovered, but Megan Waterman, 22, was the first identified.

Waterman, mother of a 4-year-old girl, called home at least three times a day to check on her daughter, Liliana.

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But on the morning of June 6, 2010, a call came from Akeem Malik Cruz - her boyfriend, who has been described by a police as her pimp, and who traveled with her.

Cruz, 20, asked if Megan was home with them. Her family knew something was wrong. The pair had stayed at a Holiday Inn Express in Hauppauge. Megan's belongings were still there.

Doing their own search

Waterman's older brother, Greg, and her best friend, Nicole "Nicci" Haycock, decided to go to Long Island.

They pawned Haycock's diamond ring, car audio and gaming equipment to get enough money for gas, hotels and supplies. Haycock made missing persons fliers, using the same picture Megan posted in Craigslist ads.

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At the hotel where Megan stayed, the duo conducted their own search.

Back home, Megan's mother, Lorraine Ela, contacted LostNMissing Inc., a Londonderry, N.H., nonprofit that helps families searching for loved ones. The family also set up a website to bring attention to the case. More than 120 people attended their June 25 vigil and they also hosted a spaghetti dinner - which included a silent auction and raffle - raising $2,500 to help with a reward; Megan's aunts, uncles, cousins and grandparents all helped.

Outside a ShopRite in Hauppauge in July, family members handed out purple, pink and white balloons affixed with information about Megan. They asked people to take the balloons home or wherever they were headed and set them free.

Six months later, they learned her fate, as did the families and friends of Barthelemy, Maureen Brainard-Barnes of Norwich, Conn., and Amber Lynn Costello of North Babylon.