Some people die without leaving good records. By state law, banks and other private companies, including nonprofits, generally can't hold unclaimed funds for more than five years. They're supposed to turn them over the state's unclaimed property office. The states list the missing owners in newspaper ads and on Web sites. They may also try to find you through telephone directories, credit bureaus and motor-vehicle records.
Some states try harder than others.
For example, say you have an inactive bank account or mutual fund. No money is going in or coming out. If you move without giving the bank or fund your new address, and the mail is returned, the account will be considered abandoned, and shipped to the state. When stocks, bonds, and mutual funds go to the state, they're usually sold after three years. If you make a claim, you'll get the proceeds.