Tourist Disappearance: US Woman Denise Thiem Missing in Spain

— -- The FBI is working with the Spanish national police to find an Arizona woman who disappeared while hiking across a popular European destination.

Denise Thiem, who had recently quit her job to travel the world, was last seen walking along the famed Camino de Santiago, a nearly 500-mile Catholic pilgrimage from France to Spain traveled by hundreds of thousands each year, authorities say.

Denise Thiem's brother, Cedric Thiem, says she was inspired to make the journey after watching the Martin Sheen movie “The Way," which focuses on a father's soul-searching journey on the trail.

Denise Thiem, 41, was last seen in April having breakfast with a man in the Spanish town of Astorga before leaving him around noon, officials say. The day before she disappeared, she had reportedly made plans to continue walking the trail with another man from the pilgrimage, but it’s unclear whether they ever met up.

“She's had a lot of experience traveling,” he brother said. “Everywhere you go there's Wi-Fi. It didn't make any sense that there's no communication whatsoever.”

The U.S. embassy in Madrid, which is helping search, told ABC News, "The welfare of U.S. citizens is one of the Department's highest priorities."

Hoping for answers, Cedric Thiem is meeting with U.S. Sen. John McCain, R-Ariz., this week.

“I just want to make sure that the government is doing everything they can,” Cedric Thiem said, “because I'm just trying to do everything I can and so, hopefully, something will come out of it.”

The missing woman’s family members are organizing their own search parties, with her brother even flying across the globe to trace her steps, hoping to find answers.

“I always thought that when she needed me, I would always be there for her. I just feel like I'm just failing,” he said. “I wish I could see her and tell her how much I love her, that I hope she comes back safe and sound.”