Private Investigators, how?

Just wondering, how do they find people who have been “lost” for years ? seems like they do it pretty quickly too!

The key is knowing where to look.

Or more likely, knowing how to look. Only my WAG, but most people, even those ‘lost’, leave a paper trail - bank statements, social security, credit purchases, receipts, anything.
There are public record halls and other institutions which may house some of this information.

Interviews with local people, family members ex-work colleagues etc… can give a direction to search.
The rest is the knowledge of how people can ‘disappear’, which allows location of said person reasonably quickly.