Sock disappearance is an oft-cited and poorly understood phenomenon. The various explanations offered demonstrate the extent of ignorance on the subject. For all the talk of gnomes and wormholes, the explanation is really quite simple.
One of the first purchases for anyone owning or renting a reasonably sized home or condominium is a washer and dryer set. Once these appliances are in the house, you must connect them to the "hookups" before use. The washing machine is fairly straightforward: a faucet each for hot and cold respectively, and a drain pipe. But the dryer, not only do you have to plug it in, there is also a mysterious large duct you must connect your dryer to by use of a flexible tube. You don't ask why, you don't investigate, you just do it, dutifully.
Well, the hot air's got to go somewhere, hasn't it? Do you honestly believe drying your clothes requires the who-knows-how-many cubic feet per minute of air that would require a 6" tube? Besides being an exhaust pipe, it's also a secret conduit for sock transportation!
Now, before you go and yank that hose right out, consider that the government has already done its homework here. You must use the duct, you have no choice. If you don't, you will fill your home with dust and the horrible smell of fabric softener! I just want you to be aware of what's going on. Inside your wall is a pipe that goes down, straight down to a collection tube that runs under your neighborhood and eventually to a regional incinerator that destroys the socks sucked from your dryer.
Why would they do such a horrible thing? Well, it started way back when, at the time of the invention of the electrical clothes dryer. Intelligence elements within the government recognized the chance to carry out psy-ops on every single American as the device approached ubiquity. It was relatively easy to pull off, as they had intimate dealings with large manufacturers like General Electric. The operation was such a success that it is still alive to this day. By stealing people's socks, the CIA is able to create an insidious sense of instability in the populace, thereby maintaining control of the people with ease.
So now you know. Knowledge is power, and with this understanding you can resist the evil plans of the government. I hope I have set your mind at ease, free from the anxiety of just not knowing. Of course it's still a pain to have to keep buying new socks, but at least you have your freedom. If you would rather not know, I'm sorry. Once you find out the truth, you can never go back.