The first-most disappointing thing about the Minnesota Iceman is that he probably wasn’t even a native Minnesotan. He simply stayed here, in the southeastern town of Rollingstone, between trips around the Midwest, encased in a block of ice and wedged into the trailer of a retired Air Force pilot named Frank D. Hansen. Hansen was the Iceman’s promoter and hype man, so to speak, and carted him around to carnivals and state fairs in the late 1960s and early 1970s, charging fairgoers 25 cents to take a look at the figure described as a “missing link” in human evolution. Call it regional chauvinism, but you want an important guy like the Iceman to really belong to your home state.

The second-most disappointing thing about the Minnesota Iceman is that he probably wasn’t even real.

The story changed a few times, as they tend to do in cases like these. Hansen first claimed the figure was found in the Bering Strait, sent to Hong Kong, and purchased by an eccentric California millionaire, who later hired Hansen to care for the Iceman and take him on trips around the Midwest. Later, two cryptozoologists named Heuvelmans and Sanderson became involved in an investigation of the Iceman, theorizing—and, rather meanly I think, nicknaming him “Bozo”—that he was mistaken for a human and was shot and killed in the Vietnam War. A year later, in 1970, Frank Hansen wrote an article in Saga Magazine, which claimed that he, 10 years earlier, then stationed in Duluth, Minnesota, came upon the Iceman during a deer-hunting trip 60 miles out of town. Actually, he wrote, he came upon three Icemen. But only the one charged Hansen. Only the one was shot.

He fled, but returned for the corpse several months later and found it buried in snow. Hansen retrieved the body, took it home to an understandably irritated wife, and kept the Iceman in his family freezer until spring. According to his story, Hansen then met a veteran showman who convinced him to showcase the creature—but to do so (at least at first) with a model version of the Iceman in order to gauge public curiosity and to protect Hansen from potential murder charges. On the carnival circuit, in order to stave off negative scrutiny, Hansen would admit to fellow showmen that his creature was a fake. But after a year, he felt safe substituting in the real thing. And that’s when the story blew up—the Smithsonian, and even the FBI, wanted to investigate. Hansen, as he writes, got nervous, and put the fake model back up for display. The reason that particular figure was later deemed a hoax by the Smithsonian, then, is because it was.

The Iceman’s original investigators maintained that what they had seen in Hansen’s trailer was definitively something real.

It’s a story that doesn’t tie together very nicely. Frank Hansen appears to have died some years ago (this 2004 story about the oldest-known John Deere tractor, a relic from Hansen’s first foray into showmanship, “was acquired from the estate of the late Frank Hansen of Rollingstone, Minnesota.”) but I can’t find his obituary. There are reports that Hansen reintroduced the “mysterious California millionaire” story later in his life, and there are people on the Internet who, for reasons that are certainly creative, think that mysterious California millionaire was Jimmy Stewart. Jimmy Stewart, legendary actor and famed secret Yeti-in-a-block-of-ice collector. We’ll never know, because he’s dead, too.

Whatever happened to the Iceman, or the Model Iceman, and whether there was any difference between the two (and whether there were two at all), I cannot say. I suppose I could make an educated guess, knowing what you know and what I know about the nature of frozen hairy figures in boxes and blurry photos. But what fun would that be?

I think I will look for him instead. Or not him, necessarily, but his two mates: the ones that got away.

HERE’S THE RATIONALE THAT propelled my friend Rylee and I to look for something called the Minnesota Iceman in Wisconsin: clearly he is (or they are) on the lam, but he’d also probably be homesick, so he wouldn’t be too far from home. He’d want to be somewhere he could hide among the trees, and near a water source. He could be anywhere, so he might as well be in Willow River State Park, just across the state line and the St. Croix River.

It’s hard to prepare for something like an open-ended nature search for something that was possibly a lifeless rubber suit 40 years ago, but you’ll want to start with a first-aid kit—for the potential loss of limbs. A ruler and a magnifying glass are also crucial—for tracking. We also packed notebooks, granola bars, and a hollow chocolate turkey, leftover from Thanksgiving, which we figured was a decent meat substitute and an attractive piece of bait. I brought a blush brush, too, ostensibly to dust for fingerprints, but in retrospect that just seems silly.

We get to the park two hours before sundown, and the trail of cars leaving the reserve as we drive in lends an appreciated sense of foreboding to our mission. There are four or five inches of packed snow crunching beneath our wheels. I see a moving figure behind the trees ahead and say, “Oh, there he is.” It turns out to be a normal human skier, probably. Rylee pulls the car into the next lot, and we get out and into the single-digit chill.

There are a handful of paths to take, but we follow a narrow, lesser-trodden one into the forest. Rylee occasionally asks our target to reveal himself (“...Iceman?”), and each time she does I almost expect a head to pop up from a fallen log and say, “Hey!” Instead, we keep plodding through the snow, noting a couple of “unusual” markings: a snow print that looks claw-like and a dead tree with a chunk of bark torn out of it. “That’s a sign of an Iceman if I ever saw one,” says Rylee. It’s true: as far as all that I’ve ever seen goes, this is as much an indicator of the presence of a Midwestern Yeti as anything else.

Deeper into the forest, we start seeing handfuls of trees sprayed with red paint, mostly in neat lines but in some cases splattered wildly like blood. Even though I know it’s fake—too bright and garish to look close to real—I still lean in close to make sure. It’s not that I’d attribute that kind of carnage to the Iceman anyway; I’ve seen the pictures. He looks like he was a nice, calm guy. Look at the way he’s thrown one hand over his head, the other resting on his belly. Even he doesn’t look like he cares whether or not he’s real, and even less what we think. You have to respect someone with that kind of confidence.

Katie Heaney is a writer based in Minneapolis. She has a memoir coming out in early 2014.