The HMAS Sydney was an Australian cruiser lost with all hands off the Western Australian coast during WW2. This was the only allied warship to suffer that fate, and as it was lost fighting an inferior foe (a merchant raider) .
The loss of 645 men, with no trace, and the survival of most of the raiders crew (she was also damaged in the fight and sunk from the damage after the battle) led to a cottage industry of conspiracy theories including the covert assistance of a Japanese submarine and the massacre of Sydney survivors by the raiders crew.
The Captain of the Komoran always maintained the Sydney had made a terrible mistake and instead of remaining at long range (where the Sydney would have destroyed them without risk to itself), pulled in close allowing the Germans to unleash a couple of unanswered salvos to great effect. The German crew concentrated their fire on the target directors and bridge area, effectively decapitating the ship. Much of the fire directed back at the Kormoran was sporadic and disorganized, clear signs the turrets were fighting independently as best they could. The last sighting of the Sydney was a burning hulk disappearing over the horizon.
Captain Detmers (of the Kormoran) reported all this, but despite searches little was found of the Sydney, and no crew were ever found. There was a body washed up in a float thousands of miles away which may have been a crewmember, but this has been unable to be proven.