Maybe I missed something...

the guy who kidnapped her had took her there.

I remember reading a thread about this earlier that has since gone poof, from what I recall Missy was never in Times Square, she spent the entire time in the kidnappers house watching tv and eating Mcdonalds (Mark comments that she loved it because she had total control over the tv remote) I think they just found a random tutu and assumed it was hers, either that or the kidnapper left it there to throw the cops off the trail since the kidnapper ended up being a man who lived in the neighborhood.