Elusive families

Family history research is rewarding and, at times, frustrating. Sometimes it seems that families completely disappear and no matter how much "thinking outside the box" is done they remain elusive. I have been attempting to track one family in South Wales for a number of years. They suddenly disappear in the early 1900s - all of them. Yet I find the death of the mother in the 1920s in the appropriate city. What happened to the rest of the family? Did they emigrate? Possible. Did they succumb to an epidemic, influenza maybe? Possible. Did they simply move? Never marry? Change their name? So many options so intriguing.