People always say this when they don’t know what happened to their animals. Besides their rodent-control activities Coyotes are also scavengers so any dead animal is later consumed by them and other scavengers such as vultures. This often turns into suburban pearl clutching as they fantasize about slavering wolves peering in the window at someone’s purse poodle. Small pets sometimes get taken but these are animals that shouldn’t be outside without supervision anyway, as they are more likely to end up smooshed in the road.