Police said the macabre trail to the cemetery leads from the discovery of the body of a two-year-old child found by fisherman floating in the Passaic River in Clifton, New Jersey.
Investigators will not say how they traced the body to Connecticut.
Stamford Police Capt. Richard Conklin would not release the child's identity Tuesday but said authorities believe she was properly buried.
Police do not consider the girl's family suspects and said they appeared shocked to hear that their child's body was not in the grave, Conklin said.
"The Stamford Police Department's heartfelt condolences go to the family, who are reliving the grief of the loss of their child," he said.
The grave appeared undisturbed, but the coffin was damaged, an indication that the theft wasn't recent, he said.
The body, investigators said, was in remarkably good condition considering the child died two years ago from a pre-existing medical condition.
Police were looking for any signs that it might have been used in a ritual.
"We have speculation and theories as to why something took place," Conklin said.
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