The Nazca lines are one of my favorite ancient mysteries: I have yet to read any convincing explanation of why they were created, my own pet theory is they had something to do with marking-out of water rights, due to the scarcity of water in that area. I'm quite sure we know why the Pyramids were built, no mystery there at all. Harrappa was a city inhabited by the Indus Valley civilzation: no real muystery as to why a long-established civilization like the Harrapans would build a city like that, but their writing remains un-decoded. As for the Roanoke colony, I think the most likely causes of their disappearance are: starvation, desease or at the hands of local tribes if they decided they were a threat. I confess I have never heard of Judge Roy Bean or his disapearance, but I'm quite sure we know a huge amount more about him and the times he lived in than we do about the denizens of Stonehenge.