My maternal grandfather, John Russell Horne, b Nov 1877 in Reach, Ontario, Canada emigrated to Kittson, MN, USA in circa 1892 and disappeared from Hallock, MN, USA sometime in 1905 or very early 1906. Can not find any evidence of his being in the USA after that date so am thinking he returned to his home territory but have been unable to find any information on him. Any help you can give me will be greatly appreciated!Well Deloris you sent me scrambling to find out what state MN refers to. It's easy to assume that everyone knows what you know, but the person you're asking for help might not know anything about USA state abbreviations. Like me. I'm Canadian eh.....
Okay so I now know it is Minnesota. I would check Minnesota newspapers for an obituary and death records. I will warn you about an entry for your grandfather on FindAGrave that might lead to confusion. His name comes up as being in a cemetery and there is a nice biography of him plus a death year of 1910. At first I thought I'd found his death and grave but nope. He is not buried there and there is no marker for him. So unless the person who put the memorial online has a source for that death year of 1910 you can't trust that information.
I see that in 1920 his wife is recorded as a widow in the Minnesota census but even that cannot be trusted as factual. She may have lied to avoid a stigma of being a deserted or divorced wife.
If he were my ancestor I would search for obituaries for all his siblings in hopes he is mentioned as being either alive or dead.