The short letter she had wrapped around it was missing.
A letter he wanted was missing and so he went to look for it.
Perhaps many letters that mattered are missing: none survive to the most significant of his numerous male lovers.
Her letters to the Consul have missed their mark and gone astray.
Now, in his own words: "This time the letters were missing.
My letter, telling him of my marriage, must have just missed him.
Her letter must have missed me by a day in New York.
It seemed to me that three letters were missing.
He would be long gone before they found out that a letter was missing.
The letter he had with him is missing.