Can something actually disappear out of thin air?
Nothing can really disappear and cease to exist. Some things may look like they're disappearing, such as a water evaporating in the sun, but the water did not cease to exist, it just took on a different form.
Whut? Did you mean disappear INTO thin air? Yes I've never seen a laugh fly away, or a cloud of hydrogen gas.The effect you are referring to is called dissipation and it can happen over time to just about anything.