A man called 911 to report a Hispanic girl about 4 years old running down Bergen Street in Islandia alone at around 11:20 p.m.
The caller said the girl was wearing white pajamas, but no shoes.
Suffolk County police used K-9 dogs and a helicopter to search the area for nearly 2 hours with no results.
They also activated a system which uses reverse 911 to notify residents in a half mile radius about the missing child.
Police got no leads, so they conducted a house-to-house search until about 2 a.m.
There is still no sign of the child or word on any family missing a child.
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