A violent South Wind blew upon them

Herodotus relates a tale in his Histories, in which Cambyses, King of the Persians, sends an army of 50,000 to subjugate and punish the priests of Amun in the oasis of Siwa in Egypt for refusing to acknowledge his conquest of their land. Herodotus:

and those of the Persians who had been sent to march against the Ammonians set forth from Thebes and went on their way with guides; and it is known that they arrived at the city of Oasis, which is inhabited by Samians said to be of the Aischrionian tribe, and is distant seven days' journey from Thebes over sandy desert: now this place is called in the speech of the Hellenes the "Isle of the Blessed." It is said that the army reached this place, but from that point onwards, except the Ammonians themselves and those who have heard the account from them, no man is able to say anything about them; for they neither reached the Ammonians nor returned back. This however is added to the story by the Ammonians themselves: - they say that as the army was going from this Oasis through the sandy desert to attack them, and had got to a point about mid-way between them and the Oasis, while they were taking their morning meal a violent South Wind blew upon them, and bearing with it heaps of the desert sand it buried them under it, and so they disappeared and were seen no more. Thus the Ammonians say that it came to pass with regard to this army.

With another H/T to Megan McArdle at The Atlantic Monthly, it now appears that archaeologists may have discovered evidence of the fate of this missing Persian army. This would be awesome. Vanished Persian Army Said Found in Desert. This would be akin to the discovery of the battlefield of the Battle of Teutoberg Forest where Varus lost his three legions (see The Battle that Stopped Rome by Peter S. Wells) or the mystery of the disappearance of the Roman Ninth Legion (see Rosemary Sutcliff's Eagle of the Ninth for an independent reader historical fiction account.)