The couple accused of videotaping the rape and murder of a 41-year-old Independence, Mo., woman pleaded not guilty Tuesday, while police continued to search for bodies connected to the pair.

Richard Davis, 41, and Dena Riley, 39, were arraigned Tuesday morning in Jackson County Missouri Circuit Court and pleaded not guilty to charges of first-degree murder, first-degree assault, kidnapping, forcible rape and forcible sodomy in the death of Marsha Spicer.

A source close to the investigation told FOX News that police have found additional evidence connected to the case. The evidence was found in Monday in Lafayette County, Mo. — the same county where Spicer's body was found in a shallow grave on May 15.

On Saturday, police found a second body in Clay County, Mo., believed to be that of 36-year-old Michelle Ricci, the source said. Information on the whereabouts of the bodies was gleaned through jailhouse interviews with the couple.

The couple appeared in court Tuesday wearing jail-issued blue tops and bottoms, bulletproof vests and flip-flops. Riley began crying almost as soon as she entered the courtroom and sobbed throughout the proceedings.

They were ordered held without bond. Davis is scheduled to appear in court again on July 12 and Riley on July 19.

In a news conference after the pair's arraignment, Jackson County prosecutor Mike Sanders said he expected Davis and Riley to face additional charges, which could include other slayings, but he did not provide details. Sanders also said his office was determining whether to seek the death penalty against Davis and Riley.

After eight days on the run, Davis and Riley — who lived with him in Independence — were arrested Thursday in southwest Missouri. Davis' 5-year-old niece was with the couple when their pickup truck was involved in an accident. The girl's parents had called police after she went to a restaurant with Davis and Riley and was not returned home.

Ricci's mother, Sherry Ballew, said that Independence, Mo., police notified her Sunday that a body had been found and brought the family to the police department to submit DNA samples. The family was also asked specific questions about a back surgery Ricci had performed.

After the murder of Spicer, Ballew asked for the public's help with information about her daughter. She told the press that her daughter was acquainted with Davis and that she feared for her daughter's life.

She also said her daughter was the woman whom Independence police were trying to locate through a picture released by the department. That picture was an image captured from a videotape seized at the home shared by Davis and Riley.

Ricci was reported missing May 3, after she failed to go to her mother's house. Ballew told police she had last seen Ricci on April 2 and that Ricci was with her boyfriend at the time. The house that Ricci shared with her boyfriend burned down on April 12.

Sanders would not say if the body was Ricci's or whether the death was connected to Davis and Riley.

Spicer's body was found in a shallow grave in Bates City, a day after she was believed to have been killed, and Davis and Riley had been questioned and released. Later, authorities obtained a warrant to search their home and discovered a videotape they say shows Spicer being beaten, sexually assaulted and choked.

FOX News' Jeff Goldblatt and Sara Bonisteel and the Associated Press contributed to this report.