TASHTAGOL, Russia—Stooping to the damp floor of a darkened cave, Anatoly Fokin picked some thin filaments from a muddy footprint. "I found some hair, some real hair," he said, pulling the strands apart. "And here there are more—maybe it was a girl."

Mr. Fokin crept further into the chill, followed by a horde of television crews and photographers. Cameras illuminated more footprints and a bed of dried brush in a recess of the cavern. "This is unusual and good evidence," said Mr. Fokin, who dropped his full-time work as an architect...