Snowball

The Snowball is an item owned by D.W.. It was from what D.W. described as the "best day ever." So she decided that she needed something to remember the day. The snowball has an episode entirely based off it, D.W.'s Snow Mystery. She gets attached to the snowball and cares for it, but then all of a sudden the snowball disappears. She constantly accuses her brother Arthur as the snowball thief, which became a prominent running gag throughout the series whenever D.W. needs an excuse to make Arthur look bad or try to force a confession from him; he maintains that he has no idea what happened to it. Nobody actually knows what happened to the snowball. There have been several theories as to its disappearance, but it's been strongly indicated on at least two instances that it was in fact stolen by aliens (Whether this is a merely a throwaway joke or not is unclear). At the end of D.W.'s Snow Mystery, aliens are in their spaceship sampling the snowball (Thinking that it's human food) and one of them says: "I told you they would never figure it out". At the end of Return of the Snowball, two completely different aliens, both adolescents are indicated to have stolen the snowball much to the dismay of their father. These two completely different depictions of this alleged explanation may be further indication that the alien explanation is in fact a joke, further deepening the mystery behind the snowball's disappearance.