This is one of the strangest events in the bloody history of the Soviet Union (1918-1991).
On February 2, 1959, nine skiers died under mysterious circumstances in the remote Ural Mountains. Some of them appear to have fled their camp, wearing scant protection, into the night to freeze to death. Others were found with unexplained injuries. Since there were no survivors, there were no witnesses.
The Soviet government wrote it off as "extreme weather". However, they refused others to enter the area for the next three years.
There have been many theories about what happened over the years, some of them REALLY out there (such as aliens, the Yeti, wormholes).
However, I think the answer is more human. It's most like that the Soviets were conducting military experiments and the unfortunate Dyatlov skiers just blundered into it. That's why, IMHO, the Soviets refused to let anyone enter that area for the next several years. They needed time to remove all evidence of said experiments.
Apparently, there is a group, based in Ekaterinburg, who are trying to get the present Russian government to reopen the investigation. Good luck with that.