Examples:

• She says he vanished into thin air.
• At the end of the 20th century, all ideological differences have vanished into thin air.
• I had a no-show who vanished into thin air, and I didn't have the resources to find her.
• That was my pen, it vanished into thin air.
• These objects simply vanished into thin air over Japan.
• They'll think the sorcerer has just vanished into thin air.
• No, it's like they vanished into thin air.
• As far as we know, they... vanished into thin air.