Also gone missing, are Bree's kids and Katherine's daughter...and did we ever really find out the big secret about Katherine's daughter from the earlier season?
EDIT: OK, I found Dylan's secret. I didn't remember it.
From Wiki:
When they return, Mary Alice tells them that Wayne, Dylan's father, had come to visit his daughter and gave her a doll as a gift. Furious, Katherine took the doll from her sleeping daughter and places it on top of a huge wooden bookshelf in the bedroom. Later, Wayne returns and a confrontation between the two leads to Katherine striking Wayne with a candlestick, causing him to leave.
Katherine awoke sometime later to Lillian's screams from Dylan's bedroom. Upon reaching the room, she discovers that her daughter, while trying to retrieve the doll, was crushed and killed by the off-balanced bookshelf. In shock, Katherine and Aunt Lillian realize that Wayne could have them arrested for murder, so they bury Dylan's body in the woods behind the house. The next day, Mary Alice and Susan Mayer knock on Katherine's front door, only to find that she is moving away without any explanation. After leaving Wisteria Lane, Katherine visits a Romanian orphanage and finds a young girl who bears a striking resemblance to her now-deceased daughter. Katherine adopts the young girl and changes her name to Dylan in an attempt to cover up the accidental death of her daughter.