How could you find out what happened to someone who fled to Chicago and then disappeared in 1915?

Try the things Genealogists do.Look in old city directories for the name or similar spelling. Look in Soc. Security Death Index http://ssdi.genealogy.rootsweb.com/cgi-bin/ssdi.cgi for the name and links to more info. Check other web sites (anywho.com or whitepages.com) for current info. If you know birth date and/or place try rootsweb.com. You may find that person in someone's family tree. Also, cyndislist.com for more links to find people.