The emergence of a systematic campaign of horrific violence directed at women and girls in the Mexican border city of Ciudad Juarez has become a focus of intense media and activist attention over the last two decades. While the mainstream media devoted much attention to ravaged bodies and sensational theories, state officials reacted to the crimes with a victim-blaming narrative that, activists have argued, provided a lethal accelerant to the violence. This paper explores the role of documentary film in the investigation and politicization of the murders and disappearances of women in Juarez. Along with activists and journalists, critical documentary filmmakers have been among the primary investigators of the crimes. In this paper, I argue that these grassroots media practices have been instrumental in opening spaces of communication that have been enclosed by pervasive fear and systemic insecurity. I pay specific attention to the ways in which Lourdes Portillo’s 2001 documentary Señorita Extraviada interrogates the crimes politically. Through its critical, engaged approach to the aesthetics and politics of evidence, I argue, the film poses a counter-narrative to the neoliberal state’s discourse of responsibilization and individualization in a context of systemic insecurity.