When a popular military leader vanish without confirmation of death, there tend to be unconfirmed sightings later. Upon these unconfirmed sightings tends to grow a body of legend completely out of proportion to that person's actual deeds, and frequently with recurring legends that he will come back to life at some future point.
This has happened in a number of cultures in the past. For instance it is quite possible that the legend of King Arthur started among the Welsh in exactly this way.
We don't want this to happen with Osama...
Cheers,
Ben