Panamanian police are now searching for the 42-year old from California, with help from American investigators.
Baldelli was last seen in the province of Bocas del Torro, on a picturesque chain of islands popular with tourists, her sister said.
Michelle Faust, Baldelli’s sister, is a reporter with KAWC in Yuma, Ariz. KAWC regularly collaborates with Fronteras.
Baldelli had moved to Panama in September after getting laid off from a job in the cosmetics industry. The family received regular updates from Baldelli until late November, Faust said.
"We do not believe that she would have just gone off the radar. She loves her family. We love her. This is not normal for her. So we are very concerned," Faust said.
Faust said her family waited to go public as the Panamanian authorities continued their investigation. Authorities have named an American boyfriend as a person of interest.
Late last month, Baldelli’s family launched a public campaign in Panama posting fliers in the area where she was last seen.
The family has set up a Facebook page to promote the search.