选D.
The missing boy was last seen _playing_ near the river.
这里是see sb. doing sth. 变化而来.see sth. doing sth.表示看到一个瞬间,而不是全过程.
假如本句主动态改为:I saw him play near the river.表示:我看到他在河边玩的全过程.
那么本句就该选A.