There’s a waterfall in Minnesota where the water disappears into a hole and no one knows where it goes.
Devil’s Kettle Falls in Judge C. R. Magney State Park, on the north shore of Lake Superior is an unusual waterfall that confuses scientists to this day. The Brule River splits in two, and the eastern half plummets 50 feet to make up the falls. After that, no one knows where it goes.
The waterfall’s namesake, the Devil’s Kettle is a massive pothole at the bottom of the falls where all the water goes. The hole is at least 10 feet deep, but no one knows for sure how deep underground it gets. Researchers have tried putting colored dyes and ping pong balls into the falls to see if the water flows from the Devil’s Kettle back into another body of water, but to no avail. So far, nothing that’s been thrown into Devil’s Kettle has ever been seen again.
(Sources: 1, 2)