A Washington state father who abducted his two young children and took them across state lines was arrested in Colorado on Thursday, FOX News has confirmed.

Idaho Springs, Colo., police arrested John Baugher just before 2 p.m. Thursday. He was on a Denver bound Greyhound bus that had broken down in Idaho Springs.

Baugher's two small children, 2-year-old Lars and 4-year-old Remi, were with Baugher and are now in police protective custody. The FBI is now on its way to Idaho Springs with a child advocate to get the children.

Det. Brian Radulovich, the arresting officer, told FOX News that he received tip from a reporter in Spokane, Wash., who said he got information that Baugher was on the bus. So Radulovich and another officer tracked the vehicle down.

"I just essentially entered the bus, recognized Baugher from his picture, and arrested him without incident. The children were with him," Radulovich said.

Radulovich knew very little about Baugher, only that he was wanted by Washington authorities for a child abduction and that he didn't have legal custody of the children.

"I'm not sure exactly what the concern was. I didn't see any information I had he was armed and dangerous, or anything like that," Radulovich said.

He said the kids were fine, "pretty shaken up at first but they calmed down. No physical injuries or anything like that."

The kids' mother earlier Thursday pleaded with her ex-husband to return them unharmed.

"Please, bring the kids home or drop them off somewhere where there's people," Joelle Remillard said during an interview with FOX News on Thursday. "He just wants to see the kids, I guess, but he's going about it in a way, a scary way."

Baugher, who is described as having mental problems, abducted Remi Baugher, 4, and Lars Baugher, 2, from Washington state last week. Remillard has custody of the children; Baugher is accused of failing to return the children to her after a visit.

Remillard filed a complaint last year, alleging that Baugher had sexually molested Remi, their daughter.

"She just mentioned that her father tried to touch her, and then we kind of went from there and I didn't know really what to do," Remillard said, adding that she then filed a complaint that led to his regular weekend visitations being cut off completely.

Baugher and the children were captured by surveillance cameras at a fast-food restaurant in Missoula, Mont., earlier in the week.

The video showed Remi and Lars playing in an indoor jungle gym at a McDonald's restaurant Wednesday at 6:30 a.m. The footage showed the children with shorter, darker hair than when they disappeared. Remi is dressed to look like a boy. The man with them, believed to be John Baugher, had several days' growth of beard.

Federal agents told KPAX earlier that an unnamed woman seen in the surveillance video with the children was an "acquaintance." They don't believe she left the Missoula area with the Baughers. Local police told FOXNews.com they had no information on who the woman was.

The three were also caught on video at a Ross clothing store in Missoula, Missoula County Sheriff Mike McMeekin told FOXNews.com on Thursday. They bought black shoes with orange stripes for Lars, among other items, at that store.

McMeekin said officials also received a "pretty well confirmed report" that Baugher was at an area beauty supply house, where he apparently bought the supplies to dye his children's hair.

When asked if officials were sure the individuals on the surveillance videos were in fact the missing family, McMeekin told FOXNews.com: "Yup, no doubt about it."

Remillard also said that despite the changes in their physical appearances, she is sure the people on the tapes are her ex-husband and her children, especially the images of Remi.

"Even though with the shaved head, she's such a feminine, bouncy little girl, there's no mistaking she's a girl, it's very obvious," Remillard said.

Capt. Dan Aycock of the Walla Walla, Wash., Police Department said officials had distributed the video stills of the children throughout the region.

"I think with the showing of those in as many places as we can throughout the western United States here, it will help us make some identity and probably increase the potential of getting some calls on them," Aycock told FOX News on Thursday before the children were found. "We haven't received anything so far as valuable tips this morning but it's something we're hoping for at this time."

Baugher, 34, was charged Monday in Washington state with two counts of first-degree custodial interference. An arrest warrant was issued with bail set at $100,000.

FOX News' Alicia Acuna and FOXNews.com's Liza Porteus and Kevin McCarthy reported and wrote this story.