Raleigh police said the woman left voluntarily, and that she was not in any danger.
Jennifer Chatham was walking with her boyfriend along New Bern Avenue when a man stopped his vehicle and asked if they needed a ride, Raleigh police added.
The driver took them to Walmart where the boyfriend got out of the car and went into the store.
Police said when he returned, the vehicle, the driver, and Chatham were not there.
Kevin Evans, Chatham's boyfriend, told ABC11 the two were staying at the Raleigh Inn on Monday night and that they were walking to the Walmart to collect money that his grandmother had wired him.
He said he regrets accepting the ride from the van driver but the heat played a factor.
"It was hot, man. We were stressing so I came back out of the Wal-Mart and my girlfriend isn't on the corner where I saw her last," Evans said. "I totally regret it. I kissed her as I walked away and I asked her and I said, 'You OK?' We consult with each other about everything. There's nothing I do without getting her permission first."