The Brule River flows 14 miles from Vista Lake in the Boundary Waters Canoe Area, drops 800 feet as it flows through Judge C.R. Magney State Park, splits in half, and just before reaching its target of Lake Superior, becomes one of the unsolved mysteries of the natural world. Half the river follows the traditional route, cascading 50 feet and then flowing onward towards the Great Lake. The other half, for all intents and purposes, disappears entirely. But where does it go?
To answer this question, scientists have turned to the age-old and popular method of throwing stuff into the hole. This has been largely unsuccessful. Scientists and hikers have tossed in dye, ping-pong balls, even logs, and nothing has turned up either downstream or in Lake Superior. Why don't they just throw in a GPS tracker? First, the thick rhyolite rock blocks any transmission signal from a GPS or other tracking device. Second, Devil's Kettle (the mysterious wormhole the vanishing half of the river disappears into) is very violent. The pressure, temperature, vibration, and violence of the water are all reasons they haven't been able to throw cables, cameras, or scientists into the hole to see where it goes.
How does it just vanish?
Scientists have described and dismissed a number of possibilities based on the geology of the area. It's not uncommon for the pounding force of a waterfall to bore a hole through rock. This forms potholes and giant's kettles, but typically water fills the depression and flows over the side. Some have proposed that Devil's Kettle was a pothole that bored through the rock into an underground river. This is highly unlikely, as underground caves and rivers tend to form in soft rock like limestone, and the nearest limestone to Devil's Kettle is hundreds of miles away in southern Minnesota. 
Perhaps the waterfall bored into a lava tube: a kind of tunnel that forms when the outside of a lava flow hardens while the inside is still liquid, letting the inside drain out to leave a long tube. This could form in volcanic rock like basalt, which is found in the Lake Superior area. However, in order for lava tubes to form, lava has to flow down the side of a volcano--in Minnesota, it bubbled up out of a fissure and spread in flat sheets. Lava tubes cannot form this way, and no lava tubes have been found in the area. For the sake of argument, let's say nature bent its rules and one formed by chance. Even so, it is highly unlikely that it would be oriented in just the right way for the water to flow through it, or even for the waterfall to break through the hard, volcanic rhyolite (which never forms lava tubes) to reach the basalt layer
One last suggestion: fault lines. Sometimes disturbances along a fault line can create openings where water could accumulate--but only in small amounts, never in the type of volume that crashes into Devil's Kettle. On top of that impracticality, there is no evidence of a fault line in the area to begin with.
An open case
For now, this spectacle in a remote corner of Minnesota remains an unsolved mystery. You can check it out by visiting Judge C.R. Magney State Park near Grand Marais; the hike is a little over a mile from the park entrance and contains 200 steps. But while you're elsewhere in Minnesota, keep an eye out for accumulations of dye, ping-pong balls, and logs--just in case.
References/Further Reading
Boschma, Stacie. Mother Nature Network (2013). "The Mystery of Devil's Kettle Falls." Accessed 8/8/15. http://www.mnn.com/lifestyle/eco-tourism/stories/the-mystery-of-devils-kettle-falls
Breitman, Daniela. Our Amazing Planet, Science (2014). "Devil's Kettle Falls: The Falls to Nowhere." Accessed 8/8/15. http://www.fromquarkstoquasars.com/devils-kettle-door-to-hell/
Fessenden, Marissa. SmithsonianMag (2015). "The Mystery of Minnesota's Disappearing River." Accessed 8/8/15. http://www.smithsonianmag.com/smart-news/minnesota-waterfall-enters-chasm-and-then-disappears-180956105/?utm_source=twitter.com&no-ist
Krystek, Lee. The Museum of Unnatural Mystery (2013). "The Mystery of the Devil's Kettle." Accessed 8/8/15. http://www.unmuseum.org/devils_kettle.htm
Schneider, Caitlin. Mental Floss (2015). "No One Knows Where This Minnesota Waterfall Goes." Accessed 8/8/15. http://mentalfloss.com/article/66570/no-one-knows-where-minnesota-waterfall-goes
Photo Credits
All photos sourced from Wikimedia Commons. Credit to Rufus Sarsaparilla, Ossewa, and Michael Oswald.
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