Various theories explaining Small's disappearance were publicly promoted, and the famed mystery writer Sir Arthur Conan Doyle was consulted, although he elected not to pursue the case.

The Smalls were likely linked to the Brazill House (Hotel), which was established by Mary Brazell in Bond Head, Ontario.

[citation needed] On December 1, 1919, Ambrose Small sold all his theatre holdings at a profit of CA$1.7 million.

A newsstand operator, Ralph Savein, claimed to have seen Small and had an altercation with him regarding the late shipment of that day's newspapers.

At 53, Small owned theatres in seven Ontario cities and was the controller of 62 other buildings, a self-made millionaire at the height of his career.

Because Ambrose Small was known to disappear occasionally to womanize and carouse, his absence was not reported nor was it noted for several weeks.

Theresa Small offered a $50,000 reward for information about her husband's disappearance and whereabouts if he was found alive, and $15,000 if dead.

His wife Theresa suggested that Small had fallen into the hands of a "designing woman" but police found no candidates.

The room is said to have had a dual purpose: first and foremost, it was for the settling of gambling debts, and secondly, it was for Ambrose Small's many private liaisons with actresses and chorus girls, employees at his Ontario theatres.

He stated that he had been dropped off in Des Moines, Iowa, by an unidentified motorist who claimed he'd accidentally struck Small with his car, badly wounding him and that he hoped he'd receive the best medical care available.

inspector Edward L. Hammond consulted with the original investigators from the Toronto police, obtained typed copies of their report and various other source documents, and re-interviewed some witnesses.

Hammond also strongly implies that the original chief investigator, Austin Mitchell of the Toronto Police, ignored or repressed evidence which would lead to Mrs. Small as a suspect.

[7] Theresa Small died October 14, 1935, bequeathing the majority of her holdings to the Roman Catholic Church, valued at over 500,000 pounds.

Small appears as a real-life disappearance case in The Convict Lover by Canadian author Merilyn Simonds.

In 2019 a book by Toronto Star feature writer Katie Daubs, marking the 100th anniversary of Small's disappearance, was widely anticipated.