On November 21, 2006, a University of Missouri-Kansas City sophomore attending a Model UN conference left a party at the Sheraton Hotel in Chicago and was never seen again—dead or alive. This strange case has fascinated and consumed filmmaker Brian Rose, who turns his eye to the disappearance of a man he never knew in When I Last Saw Jesse. Rose’s documentary is equally as unconventional as the events he depicts. There are no talking heads; instead the voices of his interview subjects score black-and-white 16-millimeter footage, photos, and documents from Jesse’s life. In a time where there’s an unlimited wash of true crime media at one’s fingertips, it’s hard to make a compelling case for the necessity of When I Last Saw Jesse, but it’s worth a watch simply for Rose’s immense passion toward his haunting subject.