One of our good friends does a "OMG...what happened to the CAKE????" party for their child every year. It's always been "stolen" and is hidden somewhere in the house.
It started off because a friend of theirs who's a cop in SF was visiting family near them, and he volunteered to arrive at their house in uniform when they called the police to report the stolen cake at their son's 4th bday party. He "deputized" all the kids at the party (en masse), and found the first "clue" (in a manilla envelope labeled "clue"). Each clue was a direction to the next clue, until finally the cake was found.
It was super fun. The kids broke into teams and followed "clues" to track down the cakes whereabouts (took about 5 minutes). The year after that the cake was abducted by aliens and they had to find home made DVD's with a 1970's computer image talking in the voice of "Hal" (the hit line of the night was "You. Yes you. Stop picking your nose. Please stop picking your nose, earthlings. Please stop picking your nose."...and this past year it was an archeological expedition...with the purported cake robbers "antiquities thieves", with a combo of video clues and envelopes.
Don't know if any of this might help (maybe not) but when you said your officer neighbor was bringing over the car...it just took me back to that first party.