This is a rush transcript from "Hannity," February 4, 2009. This copy may not be in its final form and may be updated.

SEAN HANNITY, HOST: In December of 2007, a former FBI agent vanished while on a business trip to Iran. Now two years later, his disappearance is still a mystery, and now there is growing concern that he is being held by the Iranian government in a secret prison. And that is the focus of tonight's special investigation.

(BEGIN VIDEOTAPE)

HANNITY (voice-over): Iran, a rogue country set on becoming a nuclear superpower.

GEORGE W. BUSH, FORMER PRESIDENT OF THE UNITED STATES: For the sake of peace, the world must not allow Iran to having nuclear weapon.

HANNITY: Ever since the hostage crisis of 1979, diplomatic relations with Iran have been chilly at best. Two years ago, at the height of the nuclear standoff, an American former FBI agent mysteriously vanished inside of Iran.

Video: Watch the 'Hannity' special investigation

UNIDENTIFIED MALE: There is an American that is missing in Iran.

HANNITY: Bob Levinson traveled to Iran in March of 2007 on a business trip. He never returned.

CHRISTINE LEVINSON, WIFE OF BOB C. LEVINSON: Bob is a terrific man. We've been married for 34 years. We have seven children. I miss him terribly. It's a horrible nightmare.

HANNITY: The one-time FBI agent turned private investigator traveled from his Florida home to Dubai, then to the island of Kish while working on a cigarette smuggling investigation.

C. LEVINSON: I heard from Bob right before he left to go on the trip, which was probably early morning or late evening on March 7th of 2007. And he told me that he would be unavailable for the next 24 hours, and he would call me when he got back to Dubai.

HANNITY: It would be the last time that Christine ever heard from her husband. Levinson apparently checked into the Hotel Miriam (ph) on March 8, 2007, and met with this man, David Belfield (ph), also known as Dawud Salahuddin. Now, he is an American fugitive living in Iran.

Salahuddin was given refuge by Iran after admitting to killing a pro- western former Iranian diplomat in Maryland in July of 1990.

C. LEVINSON: My husband went there to meet with him, because he was investigating cigarette smuggling for his business. And that was confirmed to me by Mr. Salahuddin.

HANNITY: According to AP, Dawud claims that he and Levinson were in the lobby of the hotel when Dawud was approached by Iranian police officers and taken into custody. He was held and questioned about his Iranian passport, and when he returned back to the hotel a few hours later, Dawud was told that Levinson had returned to Dubai.

Well, Bob Levinson never made it to Dubai. In fact, he simply vanished.

Leading the efforts to help find him is Florida senator Bill Nelson.

SEN. BILL NELSON (D), FLORIDA: We know from this American named to Belfield that he was with Levinson, and in the course of that meeting, the secret police came in and arrested Belfield.

HANNITY: So did Bob Levinson meet the same fate as Dawud Salahuddin? Was he taken into custody by the Iranian police? And is he being held in a secret prison inside this rogue nation?

C. LEVINSON: I was told right in the beginning by the gentleman who he met with that he — it was believed he had been detained by authorities.

HANNITY: This week's issue of Newsweek magazine suggests that Levinson is being held, "perhaps, as part of a swap for several Iranian diplomats who were seized by U.S. military forces in the northern Iraq city of Erbil."

NELSON: If ever there has been a case that cries out for a humanitarian completion, it is this one, of a family of seven children and a grieving wife, to know about the existence of her husband and to have him returned to them.

SUSAN LEVINSON, DAUGHTER OF BOB C. LEVINSON: Please just know our father is the greatest human being in the whole entire world to us, and we're in so much pain living without him.

REP. ROBERT WEXLER (D), FLORIDA: Despite its pledge, the government of Iran has not followed through on its promise to the Levinson family made in December 2007. In fact, the Iranian government has stonewalled any effort to gather pertinent information, claiming as Senator Nelson said, they have zero knowledge about Mr. Levinson's whereabouts.

HANNITY: According to the Washington Post, Iran blocked a 2007 request to allow Swiss diplomats to travel to Kish island and look for any traces of Levinson.

Christine did, however, travel to Iran in December of that year in search of own answers.

C. LEVINSON: My purpose is to find my husband and bring him home. And I'm hoping, with the help of the Iranian officials, that I would be able to do that on this trip.

I also retraced my husband's steps on Kish island and discovered that he did, in fact, check into the hotel, and he did a check out of the hotel. And his passport has not been seen anywhere since then.

NELSON: So it's the reasonable man test to believe that someone doesn't just vanish, no trace on airplanes, him having been on an airplane.

HANNITY: So where did they go from here? President Obama has stated that part of his foreign policy plan is to have open dialogue with the Iranian government.

OBAMA: I will initiate tough diplomacy with our enemies. And that includes Syria, Iran, North Korea.

HANNITY: During Hillary Clinton's secretary of state confirmation hearings last month, Senator Nelson took the opportunity to ask the then nominee if the new administration would provide some much-needed help in finding Levinson.

NELSON: This is a great opportunity for the country of Iran to crack the door because we think he is being held by the government of Iran in a secret prison in Iran.

HILLARY CLINTON, SECRETARY OF STATE: It would be an extraordinary opportunity for the government of Iran to make such a gesture, to permit contact, to release him, to make it clear that there is a new attitude in Iran.

HANNITY: A lot has been said about, quote, "hope" by President Barack Obama.

OBAMA: We're going to offer the politics of hope.

HANNITY: The hope of improved international relations, the hope of beginning an open dialogue with Iran. And this is the kind of hope the Levinson family holds onto as they search for their husband and their father.

C. LEVINSON: I just want him to know that we'll never stop looking for him. And we can't wait for him to get home. We love him and miss him.

(END VIDEOTAPE)

HANNITY: And we hope he gets home, as well.

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