In Don't Be Afraid of the Dark (1973), at the end of the film Sally is dragged into the creature's lair and made one of them.
Is there any explanation of how they explain this to the police?
An explanation was never given in the film itself, and I haven't seen any of the bonus footage to see if maybe they cut it out. From what I recall there's no physical proof of her struggle, so they could say she disappeared and there would be no way for the police to say that he had anything with her disappearance, so filing a missing person report could be feesable.
The second filme Sally is taken into the basmint but Kim comes to save Sally then Sally is safe but then Kim gets tageled in the net and gets transformed
I just got this from yahoo: "Yes, she did become one of the Faerie Fold at the end, although unexplained it appears to be the fate of "The life taken." It can be assumed that all of the creatures were once children themselves that were taken.
If one pays close attention, the bigger of the creatures, first seeing an appearance in the bathroom scene, later yelling at sally behind a bookcase in the library and eventually smashed by sally's camera is supposed to be Blackwood himself. That is why its little distorted features reflected him, it is also why he is bigger than the rest (presuming all the others were children instead of adults drug away).
Hope that helps to enlighten.
And in correction of Brandon. They had to take a life every time they returned to the surface, which by their stated rules is passing the threshold of the grate that now has twenty bolts on it. Sorry to say that she wasn't trying to lead them to their doom. She was just patiently waiting for another victim like the rest of them."