ORANGE COUNTY, Fla. -- Little Caylee Anthony disappeared more than a month ago, but her mother kept her daughter's disappearance a secret until this week. Now the 22-year-old mom is in jail and the community is asking, "Where is Caylee?"

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TEAM COVERAGE: Investigators Searching Backyard For Clues
LIES: Five Big Lies Hang Over Missing Child Case
FORMER FIANCÉE: Talks With Channel 9 About Arrest
GRANDMOTHER: Praying For Missing Toddler's Safe Return
FAMILY PROBLEMS? Web Sites Give Glimpse Of Arrested Mother's Life

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Investigators said Caylee Anthony's mother borrowed a shovel from neighbors around the time the 2-year-old disappeared a month ago. They searched the back yard at Caylee's grandparent's house on Hopespring Drive (see map) Thursday night.

Police said Casey Anthony had been at the home, alone, during the past five weeks and Thursday night they began searching the backyard to make sure 2-year-old Caylee was not there. Investigators used search dogs, cadaver dogs and tools to comb the yard for clues. (Images From Search)

"Like everybody, I'm hopeful we find the child alive, but we want to be prudent and follow up every lead we get," said Sergeant John Allen of the Orange County Sheriff's Office.

Neighbors who know the family were upset to see the grandparent's home turn into a crime scene. The family said they remain hopeful.

Orange County's lead investigator on the case said they received several calls since news of 2-year-old Caylee Anthony's disappearance hit the news, but they're still looking for the little girl and they said her mother continues to be their biggest obstacle.

A judge denied bond for Casey Anthony Thursday morning, saying that she lied to her family about the whereabouts of her child, whom she hasn't seen since June 9.

"You left your 2-year-old child Caylee Anthony with a person who does not exist, at an apartment you can not identify and you lied to your parents and friends concerning your child's whereabouts," Judge John Jordan said during the bond hearing for Casey Anthony. "You didn't even report her missing until five weeks later and then only because the child's grandmother insisted."

Anthony said nothing in court except for acknowledging to the judge who she is. She was taken into custody Wednesday on charges of child neglect and lying to the authorities. (Five Lies)

"Your 2-year-old child is still missing and it appears you've shown no regrets or concern with your actions," Judge Jordan said Thursday morning. "Ms. Anthony, the court would say to you, 'Where is Caylee Anthony?' But I can't force you to answer that question. But that's the question I leave with you, do you understand?"

"Yes sir," Anthony said.

The judge ordered her to have a mental health screening for Baker Act criteria. Now that she's held on no bond, prosecutors say that gives them a 33-day window to file formal charges and then Anthony could ask for bond again.

The grandmother of Caylee Anthony, Cynthia Anthony, has no explanation as to why her own daughter did not notify authorities that the child has been missing for weeks.

"Once we got involved, it was our biggest concern to try and locate the child," Cynthia Anthony said. (Interview With Grandmother)

Casey claims she dropped her daughter off with a babysitter and friend named Zenaida and has not seen either of them since. Law enforcement sources said Casey led them to an apartment where the babysitter supposedly lived, but the apartment had been vacant for more than three months. Deputies said Casey told them she worried her daughter might be hurt if the police got involved, so she lied to her own parents, telling them the young girl was fine.

Investigators said they tried to question people at Casey's workplace, but she lied about working at a Universal Studios. Sources said she even led them around the park, saying she was taking them to her employee locker.

"It's things like that which causes concern. This is time we could've spent trying to locate the child," said Sgt. John Allen of the Orange County Sherriff's Office.

It is only one element in a story that has the woman's own mother concerned.

"I've never seen her be a bad mom. She loves her daughter, I don't doubt that," said Cynthia Anthony.

Investigators said they have not found the friend Casey claims she left her child with.

The Department of Children and Families told Eyewitness News it has opened its own investigation, but there's little the agency can do until they find out what happened to the girl.