A mysterious lady filming the president motorcade
at Dealey Plaza
when John Kennedy
was murdered. She was called "The Babushka Lady" by investigators, because she wore a scarf
similar to those that old Russian women wear. This enigmatic woman was doing something like filming with something like an amateur movie camera.
She was in turn filmed by others, so today we have proof of her presence on the square (such as this photograph: http://mcadams.posc.mu.edu/muchmore.jpg), but we don't know who she was and why she was filming the soon-to-be-dead president. She never came out, neither on the assassination day, nor later. Police and FBI did not find her, and the film shot from her position never came up. Today she would probably be classified a terrorist, since nowadays even people filming the hotel where the president would stay sometimes are suspected, arrested and refused a lawyer. But since the incident happened in 1963 and because she managed to get away from law enforcement agencies, we know her simply as "Babushka Lady".
In 1970 a woman called Beverly Oliver claimed to be the Babushka Lady, but she wasn't able to provide the convincing proof in the form of THE FILM and so we probably can dismiss her as an impostor.