This is a partial transcript from "On the Record," April 20, 2005, that has been edited for clarity.

GRETA VAN SUSTEREN, HOST: Despite searches by foot, air and boat, there are no leads in the frantic search for missing Pennsylvania prosecutor Ray Gricar (search).

He was last heard from on Friday, but tonight, mall owner Craig Bennett says he saw Ray Gricar on Saturday afternoon. Craig joins us from University Park, Pennsylvania. And also in University Park is Gricar's colleague, Jim Bryant. He has worked with the missing prosecutor for more than 20 years. And on the phone in Centre County is sheriff Denny Nau.

Craig, first to you. Where did you last see him?

CRAIG BENNETT, SAYS HE SAW D.A. ON SATURDAY: I last saw Ray Gricar right outside of the cafe in a development project that I have called Street of Shops, and it was right around noontime on Saturday.

VAN SUSTEREN: How certain are you, Craig, that you saw him on Saturday? The last known contact with him was a phone call to his girlfriend about 11:30 a.m. Friday.

BENNETT: The police asked me to try to quantify that and I said that I was 95 percent certain that it was him, after reviewing the photographs that they gave me to look at.

VAN SUSTEREN: What was the distance and what drew your attention to this man that you observed on Saturday?

BENNETT: Well, I was checking on a renovation project that was going on inside the mall facility and he was standing adjacent to me, eight to ten feet away, for a period of probably five to ten minutes.

VAN SUSTEREN: Anything unusual about him, Craig?

BENNETT: No, not other than that I happened to notice, you know, exactly what he was wearing, and that that ended up meeting the physical description of how he was last seen.

VAN SUSTEREN: Jim, he's been a friend of yours for a number of years. How do you describe him?

JIM BRYANT, MISSING DA'S COLLEAGUE: In the courtroom, he was a Euclid, a Mack truck. Outside the courtroom, he was basically a pet rock.

VAN SUSTEREN: You use the term "was." Are you convinced that he's no longer living, that he's been murdered or committed suicide?

BRYANT: Well, you've got two basic theories. You either have alien abduction, anonymous abduction, or the Billy Joe McAllister (search) theory, and I strongly lean to that theory because I know Ray.

VAN SUSTEREN: When you say you know Ray, what do you mean?

BRYANT: He was a very aloof, distant individual. The fact that he has not said good-bye is not surprising because many days, he would walk through the courthouse and not say hello. He was a good prosecutor, but after that, he was a very introverted, reserved individual.

VAN SUSTEREN: Sheriff, I know that this not your county, so you're not doing this investigation, but you're old friends. How do you describe Ray and what do you think happened?

SHERIFF DENNY NAU, CENTRE COUNTY, PENNSYLVANIA: Well, I think Mr. Bryant hit a lot of things. He is a very private individual, and he's very quiet and reserved. And again, in the courtroom, he does an excellent job. He was a good district attorney. He's very meticulous, well organized, and he is truly dedicated to the people he serves. And I think he describes himself in a good manner as a career prosecutor, and that seems to be most of his life.

VAN SUSTEREN: Sheriff, if you're a betting man, does this seem more like a suicide, or does it seem like he's run into some foul play, or is it even that he's alive and just sort of walked off for a while until he could sort of gather his thoughts or whatever until he's prepared to come home?

NAU: Well, Greta, all those scenarios you just described, the law enforcement community is looking at every one of those. We're looking at any possible criminal activity, him being disoriented and certainly, you know, possible suicide because there's a real similarity between the death of his brother, which was ruled a suicide drowning and where Ray's car was in a nearby river. So you know, we're looking at all those scenarios. We're not really betting on any one, and we're hoping for the best possibility that he will return.

VAN SUSTEREN: Craig, at the mall, did you happen to see him on Friday when his car was parked there?

BENNETT: No, I didn't.

VAN SUSTEREN: Did you ever see his car at any time?

BENNETT: No, I never saw his car there.

VAN SUSTEREN: So the first time, Craig, that you have any sort of thought that you spotted Ray Gricar was on Saturday?

BENNETT: That's correct. Saturday at noon.

VAN SUSTEREN: Did he actually come into your store?

BENNETT: Yes, he did. His car was placed in our parking lot somewhere between 5:00 and 6:00 p.m. on Friday.

VAN SUSTEREN: How are you so certain it wasn't there earlier, before 5:00 or 6:00? Because we know that he had a conversation. We don't know from where the conversation originated, but at 11:30 in the morning that day. What makes you think the car didn't arrive there until 5:00 or 6:00?

BENNETT: There were just too many people that have pegged the car in the lot in that specific window of time. Too many different people have now identified it as arriving then. And, you know, be relatively certain that that's when the car first arrived.

VAN SUSTEREN: Craig, where would you spend the night? I mean, are there hotels around there?

BENNETT: There are a number of hotels and a number of bed and breakfasts in the community.

VAN SUSTEREN: And I take it that you've seen police canvassing the area, right?

BENNETT: Yes, I would imagine that the police have canvassed all of the hotels and the bed and breakfasts that are close by.

VAN SUSTEREN: When you saw him on Saturday, did you also see his car there?

BENNETT: No, I didn't see his car.

VAN SUSTEREN: Well, did you look in the place where the car was parked, or...

BENNETT: No, just only after the fact. The parking lot where the car was located was across the street from the facility. And his car wasn't until probably Sunday morning, until I was alerted that that car was in the lot and that it was involving a missing person situation.

VAN SUSTEREN: Jim, there was a cell phone found inside the car, I mean, which might suggest perhaps suicide or walked away, unless the cell phone didn't belong to him, it belonged to the county, because he was a county employee. What do you think about the cell phone in the car?

BRYANT: That's just one of the reasons I believe Ray is no longer with us. There's no activity on the cell phone. And quite candidly, Ray was the kind of person that prided himself on law enforcement being able to reach him if something serious went down. He would have taken it. And Ray was also what you would consider an urban cripple. There's no activity on his credit cards. It makes it hard for me to believe that he was around on Saturday.

VAN SUSTEREN: Sheriff, anything you know about him in terms of personal problems, financial, romantic, business, anything at all?

NAU: No. And the Bellefonte police are looking into all those — you know, through interviews and checking various records and family members. But no, nothing at this point.

VAN SUSTEREN: Jim, does he have any enemies?

BRYANT: He had a bunch of people that he irritated, myself included at times, but you couldn't stay mad at somebody with the personality of Ray's. I mean, you just couldn't stay mad. He took care of his political base. He took some unreasonable positions as a prosecutor, but you couldn't get mad at Ray. I mean, that was like punching a big sack of algae.

VAN SUSTEREN: All right, Sheriff, Jim, Craig, thank you all.

If you have any information on the disappearance of Ray Gricar, please call: 1-800-479-0050

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