Is it proper English to say someone went missing?

Yes, "went missing" is perfectly acceptable English. It is a common and widely understood phrase.

It is generally used to describe a situation where someone has disappeared without explanation and their whereabouts are unknown.

For example:

* "The hiker went missing in the mountains after a heavy snowstorm."

* "The police are investigating why the child went missing from her home."

However, there are other ways to describe a missing person, depending on the context. For example, you could say:

* "The person disappeared."

* "The person is missing."

* "The person has vanished."

* "The person is lost."

The best choice of words will depend on the specific situation and the tone you want to convey.