The following day they found her head. Then, as the search continued, they discovered more parts of her dismembered body, all tied up separately in polythene bin-liners and cast into the slow water of a drainage ditch. Her feet are still missing.
Natalie, 25, was the third prostitute to have been killed in Hull in the past 10 months. Yesterday police confirmed they were trying to trace another prostitute, Emma Wardell, a friend of Natalie, who has not been seen for six weeks.
The police say they are not yet "unduly concerned". They may not be. But the prostitutes of Hull are increasingly worried for their safety.
Since the discovery 10 days ago of Natalie's body parts, talk on the streets has been of a serial killer, a killer with a thing about prostitutes. A ripper.
At this stage, detectives say they have no evidence to link the deaths of Natalie, Hayley Morgan and Samantha Class. All were prostitutes. Hayley and Natalie were good friends and all were heroin users. But in a city with a growing heroin problem, where many of its prostitutes work to feed a habit, that in itself is not surprising.
And the nature of their deaths was different. Samantha, 29, was beaten and strangled before being thrown into the Humber estuary and washed ashore last October, while Hayley was found in an alleyway in May, half-naked, overdosed on heroin and with a polythene bag placed over her head.
Then there was Natalie. Last seen alive claiming benefit on 28 April, there was no trace of her until last Monday when pumping station manager Anthony Snowden's inquisitive Highland terrier, Ella, pulled a black bin- liner from a pile of drying sludge on the side of the grimy Holderness drain.
Though police have no evidence of a serial killer, they have certainly considered the possibility. While the three investigations are separate, computer databases containing evidence are linked; forensic psychologists from the National Crime Faculty at Bramshill have drawn up psychological profiles of possible killers, and the senior officers regularly discuss their progress.
"It is too early to say. There is a possibility and then again there is not," said Detective Chief Inspector Paul Davison, the officer heading the Clubb inquiry. "Our bottom line is that we have to keep an open mind about everything."
They are not even convinced that they are dealing with three murders. Detectives believe Hayley could have died accidentally as a result of a drugs overdose and that her body may have been left where it was found by another drug-user. A psychological profiler has suggested the polythene bag may have been placed over her head by the person who put her there - someone who knew her and in a confused way was somehow trying to protect her identity.
Samantha may have been killed by a punter, who perhaps "went too far" and panicked before dumping her body - hoping that the grey waters of the Humber would hide his crime.
Natalie's death is less straight-forward. Police believe that whoever dismembered her did so for one of two reasons: either for a sexual kick or because it was vital the body be destroyed.
"It is not the sort of the thing you would enter into lightly," said Det Chief Insp Davison. "But we think it was someone who was known to her. If she provided a lot of money and then decided she was going to go away - maybe someone got angry."
Details of Natalie's last few weeks are unknown. Some prostitutes say she had been depressed and talked about death. Others say she was always disappearing for weeks at time. Then others say her boyfriend was distraught when she disappeared and pestered the police to find her.
The police admit that with hindsight they might have treated her as a genuine missing person case sooner. It is clear she was in some trouble and last week she was due to appear in court for breach of a probation order she was placed on last October after being convicted of a minor offence. ("Your life is a complete mess," the Crown Court judge told her.)
All this is little comfort to the women who work the streets of Hull - particularly after yesterday's revelation that anothermay be in danger. One killer or three, they still feel at risk.
And despite the protestations of senior officers, many prostitutes feel the police do not really care. "They just say, 'If you're going to do this sort of thing, what do you expect?'"Reuse content