Of course then the debate becomes whether I want them to essentially walk up and leave, float away, evaporate, keel over dead, be arrested, eaten by wolves, abducted by aliens or whatever.
Now, in the semi-recent events surrounding Harold Camping's rapture-end-is-nigh spiel, there were quite a few people doing things that looked like this:
Honestly though, while it was rather funny at the time I don't currently find it all that interesting. Aliens aren't much better. I feel a more subtle approach might be best - as if perhaps someone were taken forcefully from a room, but not in a graphically violent way. Tipped over chairs, spilled cups, open doors. Leaving the impression that someone was taken, or had to leave in quite a hurry and creating a host of questions in the viewer.