We’ve all heard about the conspiracy theories at Denver International Airport – now - another real mystery is brewing there. A woman called the FOX31 Problem Solvers to say her car was stolen several months ago.

And then it just reappeared. She wants answers and so do we.

This is the kind of story you just can’t make up.

For one reason or another… People love to come up with conspiracy theories at DIA.

There’s that strange-looking blue horse with the glowing red eyes … and supposed mysterious tunnels said to run underneath the airport.

But what happened to Natasha Gay at the airport … is a real life "who done it."

“I was like what happened? I literally had been at work 3-and-a-half-hours.”

Gay’s 2007 Toyota SUV was stolen from the Avis employee parking lot in late July.

(Google Earth)

She had a temporary job at Avis at the time.

“I was definitely panicking at that moment because I was really just wondering what happened.”

Then on Thursday morning, almost five months later, a call came saying her car had been returned to the same parking lot.

Gay told the Problem Solvers, “I was just surprised and wondering if a car I had stolen ... why would they return it to the parking lot 4-and-a-half months later? It was just very off to me.”

It's been so long that insurance already paid off the loan for the stolen car.

But ever since her car was taken she’s had to take the train to work.

She had come to peace with her loss.

But the car’s return had her asking more questions.

“It just made me want to contact the Problem Solvers and I had to try and push a little harder,” she said.

She wants to know if cameras caught video of the thieves.

She can no longer get her old car back.

But answers regarding its mysterious disappearance will do for now.

Denver Police say they are investigating.

The Problem Solvers have reached out to Avis asking if the cameras were recording the day Gay’s car was stolen.