Great new concept for gaming. If you like detective stories and puzzle solving, definitively get this one.
First of all, the story is very well written and the production of the movie excerpts is quite surprisingly good. The actors are very convincing and the way the story unfolds in front of the player is way better than most "crime story dramatization" you can find on TLC or the Discovery Channel. This does help a lot in motivating the player to unlock more and more movies and really does a good job of involving the player in the game. Sometimes, you will have to watch some movies again in order to find vital clues to a puzzle, as the movies, most of the time, retrace the steps of the two individuals you are trying to find, Jack Lorski and Karen Gijman.
Secondly, most of the puzzles are very clever and will have you search through the WWW for logical clues, for example, having you find user names and passwords of characters involved in the story in order to hack into their email server. You will also be receiving clues right into your inbox from various characters, but they will come in just after you solved the puzzles in most cases...
Also, the puzzles are very inspired, not repetitive at all and will keep you interested in solving them throughout the whole game. Some critics about Missing will say that the puzzles are too esoterical or something, but really, you shouldn't have to look at a walkthrough except maybe in two or three cases where the website you are looking for will not come up in the first results on your search motor.
I played Missing with my girlfriend and tried to get her involved (she isn't into gaming) and she just went straight for it. In order to appreciate this game, you just need to like detective stories and puzzle solving. Anybody's who's into Sudoku or whatever logic games there can be will enjoy Missing.
I can't wait for the sequel (Evidence: The Last Ritual) which is coming out soon (but not soon enough!) as it looks even more morbid than Missing.