The terrorists claim that the Marine was lured offbase by an Arab girl he was having relations with. This seems like a reasonable explanation for his disappearance, compared to the rumors of defection that some people were floating around.
The terrorists also claimed that they have another hostage, and will soon issue a videotape to prove it.
And so the cycle of violence continues in Iraq... yadda, yadda, yadda. New month, new government, same old problems.