The Bible tells us that Yahweh told Moses:

'You must make me an ark of acacia wood, two and a half cubits long, one and a half cubits wide and one and a half cubits high. You will overlay it, inside and out, with pure gold and make a gold moulding all round it. You will cast four gold rings for it and fix them to its four supports: two rings on one side and tow rings on the other. You will also make shafts of acacia wood and overlay them with gold and pass the shafts through the rings on the sides of the ark, by which to carry it. The shafts will stay in the rings of the ark and not be withdrawn. Inside the ark you will put the Testimony which I am about to give you.

You will also make a mercy-seat of pure gold, two and a half cubits long and one and a half cubits wide, and you will model two great winged creatures of beaten gold, you will make them at the two ends of the mercy-seat. Model one of the winged creatures at one end and the other winged creature at the other end; you will model the winged creatures of a piece with the mercy- seat at either end. The winged creatures must have their wings spread upwards, protecting the mercy-seat with their wings and facing each other, their faces being towards the mercy-seat. You will put the mercy-seat on top of the ark, and inside the ark you will put the Testimony which I am about to give you. There I shall come to meet you; from above the mercy-seat, from between the two winged creatures which are on the ark of the Testimony, I shall give you all my orders for the Israelites (Exodus 25:10-22).

Called the Ark of the Covenant (Numbers 10:33), the Ark of the Testimony (Exodus 30:6), the Ark of the Lord (Joshua 4:11), the Ark of God (1 Samuel 3:3), and the Ark of God's Strength (2 Chronicles 6:41) (this is an incomplete list and is compiled from Nave, pgs. 74-75), this Ark was subsequently built by the craftsman Bezalel (Exodus 37:1-9), and was kept first in the Tent of Meeting (Ex. 40:1-2), and eventually it was installed in the Holy of Holies in the Temple of Solomon (1 Kings 8:6).

The mystery surrounding the Ark of the Covenant is its subsequent disappearance following the destruction of Jerusalem by Nebuchadnezzar in 586 B.C. (Burrows, 1957, pg. 213), or, as some believe, its removal from the Temple prior to this event. While the Bible tells us that, according to a non-extant apocryphal work, the Ark was concealed along with the Tent of Meeting in a cave by the Prophet Jeremiah (2 Maccabees 2:4-5), this is in a Deuterocanonical book, one of the books in the Protestant Apocrypha, and is not considered inspired by Protestant or Jewish authorities. The footnotes to the Catholic New Jerusalem Bible tell us:

This description is not historical: the Tent of Meeting did not exist after the building of Solomon's Temple, the ark disappeared when the Temple was destroyed, and the historical Jeremiah did not regret it, Jr 3:16. The purpose of the narrative, however, is to assert the continuity of orthodox worship . . . (The New Jerusalem Bible, 1985, pg. 721, note a to ch. 2).

According to archeological authorities, the Ark was probably stripped of its gold and destroyed by the Babylonians. For information on this theory, see pages 213-214 of:

Burrows, Millar, Ph. D. 1957. What Mean These Stones? The Significance of Archeology for Biblical Studies New York: Meridian Books.

Other accounts claim that the Ark was moved to Ethiopia by King Menelik I, the legendary son of the Queen of Sheba by King Solomon. Indeed, this is the official view of the Ethiopian Orthodox Church. (See for example, the numerous accounts of interviews with Ethiopian priests in Hancock's book, or see the Unofficial Ethiopian Orthodox Webpage.) The tale of the abduction of the Ark is told in the Kebra Nagast, which is published in two English editions, as follows:

The Queen of Sheba and Her Only Son Menyelek (I): Being the "Book of the Glory of Kings" (Kebra Nagast). Sir E. A. Wallis Budge, trans. 1932. Oxford: Oxford University Press.
(This book has been reprinted, with additional editing by Al I. Obaba, although I have incomplete bibliographical information on this edition.)

Kebra Nagast: The Glory of Kings. Miguel F. Brooks, Ed. 1996. Lawrenceville, N.J.: Red Sea Press.

In 1992, following nearly ten years of research, Graham Hancock published a book discussing the Ethiopian theory in great detail. While he does no small amount of speculating, Mr. Hancock has also done a rather admirable job in his research. The bibliographical information for this book is as follows:

Hancock, Graham. The Sign and the Seal: The Quest for the Lost Ark of the Covenant. 1992. New York: Crown Publishers, Inc. Mr. Hancock has also prepared a magazine-length article (with lots of pretty pictures not available in the book) for the online OneWorld Magazine, as follows:

Hancock, Graham. "The Sign and the Seal." OneWorld Magazine
This is located remotely at the EnviroLink Network.

You may also read the following Omni article about Mr. Hancock's book:

Killheffer, Robert K.J. 1994, October. "Finder of the Lost Ark?" Omni, v. 17, n. 1, p. 29 (1).

Mr. Grant R Jeffrey, in his book Armageddon, discussing Biblical prophecy, backs up the Ethiopian theory, and goes so far as to claim Mussolini attempted to seize the ark during his invasion of Ethiopia, although he cites no source for this and I have so far been unable to find anyone else making the same claim. His accounts of the setup of the Church containing the Ark being divided into seven parts (232-233), differs considerably from Mr. Hancock's discussion of Ethiopian Catholic Churches being divided into three parts based on the Temple, (Hancock, 1992, 254-255), and this mistake added onto the fact that he repeatedly refers to St. Mary of Zion Church as being the Church of Zion of Mary makes one question some of his research. His discussion of the Ark is concentrated in chapters eight (pgs. 108-127) and sixteen (pgs. 221-235) of his book:

Jeffrey, Grant R. 1990. Armageddon: Appointment with Destiny. New York, Toronto, London, Sydney, and Auckland: Bantam Books.

Based on their Sun Pictures television series Ancient Secrets of the Bible, Mr. Charles E. Sellier and Mr. Brian Russell have also released a book discussing the Ark and its possible whereabouts. Their theories are discussed in chapters thirteen through fourteen (pgs. 249-293) of their book:

Sellier, Charles E. and Brian Russell. 1994. Ancient Secrets of the Bible New York: Dell.

For more information on the Ark in general, you may read online:

Johnson, Stephen L. (1984, November.) "The Ark of the Covenant: Whether is still exists is speculation. What it signified is solemn truth." The Baptist Bulletin.
I took this file from The Indiana Jones WWW Page.

Souvay, Charles L. 1907-1914. "The Ark of the Covenant." The Catholic Encyclopedia.
(Page numbers and bibliographical information will be added to this shortly.)
This file comes from the New Advent Web Page, which is currently transcribing the entire Catholic Encyclopedia to the web.

Mary has long been linked with the Ark of the Covenant in Catholic tradition. You may read online:

Bakh, Antoine, Fr. "Mary the Ark of the New Covenant in the Gospel of Saint Luke."