On a quiet Friday morning in early October, a van carrying dozens of paintings arrived at the CajaGranada Cultural Center, a modern glass-and-stone building on the edge of Granada, with the Sierra Nevada mountains visible in the distance.

The artworks had been collected from private collectors in Madrid and were meant for an exhibition titled "Still Life: The Eternity of the Inanimate."

But when museum staff opened the crates three days later, a painting worth more than half a million dollars had vanished.

The missing piece, "Still Life with Guitar," created by Pablo Picasso in 1919, is small -- just 5 inches by just under 4 inches -- but it is insured for more than $650,000 and now sits at the center of an expanding investigation.

Made with gouache and pencil on paper, the work depict

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