This is called a disassociative Fugue (sp?). Sometimes, often due to depression or a traumatic event, a person will just get in a car without warning and leave their lives behind, in kind of a trance-like state. Then they start new lives and new identities, giving themselves a completely fresh start. Through self-deception, they forget everything about their previous lives, in a kind of amnesia.
Brain-washing Satanics are rarely involved.