Stooping to the damp floor of a darkened cave, Anatoly Fokin picked some thin filaments from a muddy footprint. "I found some hair, some real hair," he said, pulling the strands apart. "And here there are more—maybe it was a girl."

Mr. Fokin crept further into the chill, followed by a horde of television crews and photographers. Cameras illuminated more footprints and a bed of dried brush in a recess of the cavern. "This is unusual and good evidence," said Mr. Fokin, who dropped his full-time work as an architect to spend more time on hunts like this one. "A Yeti has been here."

Throughout the world, lore persists about wild hairy creatures walking upright through woods. In the U.S. they are called Bigfoot and Sasquatch, in Russia the Snow Person and Forest Creature. Tibet spawned the names Yeti and Abominable Snowman.

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