Army Sergeant's Wife Vanishes; Police Suspect Foul Play

This is a rush transcript from "On the Record ," January 7, 2009. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, HOST: Tonight: Where is she, the wife of an Army sergeant missing in Missouri? And the worst? Police suspect foul play.

The mother of three children, Renee Pernice, allegedly last seen by her husband, Sergeant Shon Pernice the morning of January 2. The sergeant has not been named a suspect in her disappearance, but of course, he is among the people the police are interested in.

The sergeant served in Iraq. Here is the sergeant speaking to MyFOX Kansas City about the trauma of coming home after fighting in the Iraq war.

(BEGIN VIDEO CLIP)

SGT. SHON PERNICE, IRAQ WAR VETERAN: It was very probable that that could happen to you any time, that you may be blown up and killed, especially just driving around Iraq in a convoy situation. There's people that hate us very much over there.

(INAUDIBLE) automatically, that's a firework (ph). Some of them have a different percussion to them that it will trigger some effects to me to where, what's going on? Where's the blast? Do I need to return fire? Remember the troops. When you have those fireworks going up in the air, think of the flag, think of the troops...

(END VIDEO CLIP)

VAN SUSTEREN: Renee, now missing, talked about her husband coming back from war.

(BEGIN VIDEO CLIP)

RENEE PERNICE, WIFE OF IRAQ WAR VETERAN: Fourth of July used to be his favorite holiday. He used to be very enthused about getting fireworks and setting them off. So now it's a little bit different.

(END VIDEO CLIP)

VAN SUSTEREN: Joining us live is Captain Rich Lockhart from the Kansas City Police Department. Good evening, Captain.

CAPT. RICHARD LOCKHART, KANSAS CITY POLICE: Good evening, Greta.

VAN SUSTEREN: Captain, when was the last time anyone saw this woman, that we know of?

LOCKHART: The husband tells us he last saw her on Friday morning sometime between 9:00 and 10:00 o'clock. Her father reported to us that he last talked to work New Year's night, the 1st, about 7:00 o'clock in the evening.

VAN SUSTEREN: When the father spoke to her at about 7:00 evening New Year's night, was — was she upset or did she give any indication how she planned to spend the next day?

LOCKHART: You know, I don't recall that there was anything given specifically about that. There certainly wasn't a mention made of it in the report.

VAN SUSTEREN: So on Friday morning about 9 a.m., when the husband — when the sergeant last saw his wife, did he — where did he last see her?

LOCKHART: Last saw her at the residence, at the home that they shared together. And he reported that he was asleep, doesn't really remember her leaving, but then that she left the house and he didn't see her again after that.

VAN SUSTEREN: Did he say where he thought she might be going? For instance, was this — was she typically going to work at 9:00 o'clock in the morning?

LOCKHART: He did not say.

VAN SUSTEREN: Did she have her own automobile, and was that automobile missing?

LOCKHART: The automobile we found at his mother's house sometime later. Again, this is not a woman who is known to disappear for periods of time, not talking to her family, not talking to her children, so it's very concerning to us the fact that we haven't heard from her for a few days.

VAN SUSTEREN: How old are the children?

LOCKHART: The children I think are 8 and 2. I'm not positive on — they're younger children. And then she also has a stepdaughter with him.

VAN SUSTEREN: And how old is the stepdaughter, older than the 8-year- old?

LOCKHART: Yes.

VAN SUSTEREN: Have you interviewed the children, and have they indicated whether or not the mother had said where she was going?

LOCKHART: You know, we've interviewed a lot of folks, and I don't really want to get into specifics of what they've told us, but we are getting a lot of in that helps us begin to piece some of this together.

VAN SUSTEREN: Have you been to the home and looked around the home at a time close to when she disappeared?

LOCKHART: We were in the house, and while we were there, Shon showed up with his attorney and asked us to leave. And because we had no legal basis to remain there, we had to leave the house.

VAN SUSTEREN: While you were in the house, did you see anything to indicate a struggle, a problem, or any effort to clean anything up?

LOCKHART: You know, I don't recall, Greta, and I really couldn't get into anything like that at this point. It's too early in the investigation.

VAN SUSTEREN: Is the husband cooperating?

LOCKHART: He has, through an attorney, been working with us and offered to answer questions through his attorney.

VAN SUSTEREN: All right. Now, obviously, I'm asking questions about, you know, the husband not because I think that he necessarily did something but because you always start with the family members. I don't mean to suggest that. Any there any marital problems between these two?

LOCKHART: The one thing that we do know is that in 2005 that she filed for divorce, but the indication is that they reconciled. There may be some more specific details, but again, those are things that we want to keep too close to the vest because the investigation still is rather early.

VAN SUSTEREN: How about a cell phone? Have you located that? Have you pinged it to find out where it is or the last time it was used?

LOCKHART: We actually found the cell phone. There was a man — a homeless man in the area, one of the urban core areas of Kansas City, found the phone, and we were able to locate him and locate the phone. Obviously, we are using the tools that we have available to us to try and gather whatever information we can from that phone.

VAN SUSTEREN: Is that cell — where the cell phone was found, was that an area she was likely to frequent for any reason? Did she work in that area or have friends in that area?

LOCKHART: We don't believe that's an area that she was likely to frequent, and it's an area that we haven't been able to find a real clear connection for her to that area. It's some distance away from her home, and it's just not a place where we believe she would be known to frequent. And so that's an area where we've concentrated some searches. The family actually helped coordinate a search in that area on Sunday. We are going to be going back out there tomorrow morning to do a more extensive search.

VAN SUSTEREN: Did she have any access to money, use credit cards or an ATM, since she was last known to be in the family home?

LOCKHART: Those are details I can't discuss at this point because they may jeopardize what's going on with the investigation.

VAN SUSTEREN: Captain, thank you, sir. And good luck, sir.

LOCKHART: Thank you for having us on.

VAN SUSTEREN: Renee's mother, Linda Lockwood, and sister, Lisa Mooney, join us live. Good evening to both of you. Linda, first to you. When was the last time you saw your daughter or spoke to her?

LINDA LOCKWOOD, MOTHER: The last time I spoke to her was on the 27th of December.

VAN SUSTEREN: Did she indicate anything unusual going on in her life when you talked to her?

LOCKWOOD: No, she didn't at that time.

VAN SUSTEREN: Lisa, when was the last time you spoke to your sister?

LISA MOONEY, SISTER: New Year's Eve evening.

VAN SUSTEREN: New Year's Eve or New Year's Day?

MOONEY: New Year's Eve evening.

VAN SUSTEREN: And when you spoke to her, was — did — anything unusual in that conversation?

MOONEY: No, certainly nothing that would ever lead you to believe we'd be sitting here talking with you this evening.

VAN SUSTEREN: Did she say anything about her husband?

MOONEY: No.

VAN SUSTEREN: Linda, does your daughter work?

LOCKWOOD: Yes, she does. She teaches nurses at the St. Luke's School of Nursing in Kansas City, Missouri.

VAN SUSTEREN: Did — and I take it that you've spoken to them. She's obviously not shown up at work, and they don't know anything why she would not show up at work?

LOCKWOOD: That's correct.

VAN SUSTEREN: Lisa, I know — I mean, obviously, I focused with the captain on her husband only because divorce has been followed before and because it's sort of routine you start with the family, look at everybody involved in the family and see if they have any problems. She has previously filed for divorce. They reconciled. Has your sister said that things were fine in the marriage in the last couple weeks or months?

MOONEY: That's probably information that I shouldn't talk about at this time, as well.

VAN SUSTEREN: Linda, is there any reason why your daughter would just simply take off?

LOCKWOOD: There's absolutely no reason she would do that. She was an extremely good mother. She would not have taken off from the house without her car and without her kids. There's just no way she would have done that.

VAN SUSTEREN: Linda, how old are the children? The captain was a little bit uncertain.

LOCKWOOD: Her stepdaughter is 11. She has two sons by Shon, and they're 8 and 6.

VAN SUSTEREN: Are the children with the father, Linda?

LOCKWOOD: We're not sure where the children are.

VAN SUSTEREN: OK, but you — so basically, you and Lisa don't — you're not caring for them.

LOCKWOOD: No, we're not.

VAN SUSTEREN: And I don't mean to traumatize the children, but oftentimes the children might have information that might help lead — I mean, for instance, if your daughter had friends who would come over and she'd leave for a couple days or whatever, anything like that, the children might be a source of information.

Linda or Lisa, is there anything we can do to help you, other than to publicize this? I mean, I don't want to put you through this hell of asking you questions. I mean, I realize it's very difficult. But is there anything we can do besides publicize?

MOONEY: I think that that is the biggest help that we can ask for right now. I mean, anything that anyone might have seen or known, certainly, this is our plea to them to please come forward. It's a terrible feeling to not know what could have happened and someone's just vanished. We just really need everyone's help.

VAN SUSTEREN: We have put up the tip line phone number, 816-474-TIPS, in case anyone has any information at all about Renee Pernice. Linda, Lisa, thank you. And we wish you the best of luck. And maybe we'll get lucky. The publicity from show will — maybe somebody has seen something. Thank you both.

LOCKWOOD: Thank you. We appreciate it.

MOONEY: Thank you very much.

Content and Programming Copyright 2009 FOX News Network, LLC. ALL RIGHTS RESERVED. Transcription Copyright 2009 CQ Transcriptions, LLC, which takes sole responsibility for the accuracy of the transcription. ALL RIGHTS RESERVED. No license is granted to the user of this material except for the user's personal or internal use and, in such case, only one copy may be printed, nor shall user use any material for commercial purposes or in any fashion that may infringe upon FOX News Network, LLC'S and CQ Transcriptions, LLC's copyrights or other proprietary rights or interests in the material. This is not a legal transcript for purposes of litigation.