Ben Yagoda tracks the movement of British expressions to America, focusing in particular on “gone/went missing”. He traces the arrival of the phrase to a story about Chandra Levy written by Helen Kennedy (who gladly accepts the credit).
I for one am grateful to Kennedy. Growing up in West Virginia, someone such as the unfortunate Ms. Levy would be said to have “turned up missing”. This oxymoronic phrase has confused language-acquiring children for generations: If she turned up, how can she be missing? “Went missing” and “gone missing” in contrast are logically consistent internally and I welcome them with thanks to American shores.