"Help me, help me! My dogs gone missing" The girl lost that dog on a foggy day, in the dreaded street of Drury Lane. "help us, help us! Our daughters gone missing!" last location? N/A where were you? N/A. the man was watching in the tress, under the house and through the seams. He snatched that little girl, and left her body in the fog. What world is this? Why did he take her? All the kids now say, "Don't go to the foggy red house on Drury Lane"