Bierce had vanished mysteriously in Mexico while observing a revolution there, presumably as a source for writing inspiration. According to the New York World, however, Bierce's daughter had recently sent him a letter indicating that he had moved to France, where he had joined the staff of Lord Kitchener. Bierce's daughter, however, claimed that no such letter ever existed.
The report is an example of the speculation that became rampant after Bierce's disappearance. Some suggested that the author and poet knew he was going to die in Mexico, that he hoped to die in battle or, perhaps, that he killed himself there. In one letter to a friend, about two months before his final known letter, he told a friend he intended to travel to South America "if I can get through [Mexico] without being stood up against a wall and shot as a gringo. But that is better than dying in bed, is it not?"
In another letter, Bierce told a female friend:
I thank you for your friendship — and much besides. This is to say good-by at the end of a pleasant correspondence in which your woman's prerogative of having the last word is denied to you. Before I could receive it I shall be gone... I shall go into Mexico with a pretty definite purpose, which, however, is not at present disclosable. You must try to forgive my obstinacy in not "perishing" where I am. I want to be where something worth while is going on, or where nothing whatever is going on. Most of what is going on in your own country is exceedingly distasteful to me... May you live as long as you want to, and then pass smilingly into the darkness — the good, good darkness.
Either way, in his well-known work of humor, The Devil's Dictionary, Bierce defined "dead" (adj.) with a poem:
Done with the work of breathing; done
With all the world; the mad race run
Through to the end; the golden goal
Attained and found to be a hole!