Rachel Elior of Jerusalem's Hebrew University contends that they were just a figment of the imagination of Flavius Josephus.
As Elior explains, the Essenes make no mention of themselves in the 900 scrolls found by a Bedouin shepherd in 1947 in the caves of Qumran, near the Dead Sea. "Sixty years of research have been wasted trying to find the Essenes in the scrolls," Elior tells TIME. "But they didn't exist. This is legend on a legend."
I guess she contends that since the Essenes didn't put their names into the scrolls then that means that they never existed. She says that the Dead Sea Scroll authors were priests banished from the Temple of Jerusalem who were known as the renegade sons of Zadok. (I will now steal that name for my D&D campaign) These guys took their library when they left and the Dead Sea Scrolls was part of that library.
That seems plausible because it seems only Josephus had first-hand knowledge that the Essenes even existed. The rest of the ancient historians probably just cribbed from his writings. I guess that is the bad thing about being a celibate Jewish community living in the desert. People don't even know if you even existed or not 2000 years later.