Story highlights The police department has resigned in Green Mountain Falls, Colorado

Mayor: "The town is perfectly safe. ... Neighbors look out for each other"

(CNN) We've heard a lot the past few months about police leaders in major cities stepping down, but one Colorado town took things a step further -- the entire department resigned.

The police department in Green Mountain Falls, Colorado, only had four employees, according to CNN affiliates: a marshal and three deputies. They haven't spoken out publicly about what made them leave their positions in the small city of about 700 full-time residents.

"The town's talking," CNN affiliate KOAA reported , "but the few who know why the marshal suddenly left, so far, are not speaking up."

The lights were out in the police station, CNN affiliate KXRM reported . Patrol cars remained empty and parked, covered with snow from a recent storm, according to KOAA. No one answered when CNN called several phone numbers tied to the department on Sunday. And the former marshal did not immediately respond to requests for comment.

Mayor Jane Newberry, who just took office last week in the town that's about 15 miles northwest of Colorado Springs, told CNN she's not sure what made the police marshal step down. The three deputies had to follow suit, she said, because they're volunteers and can only work when there's someone at the helm.

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