Missing Former FBI Agent's Family Not Giving Up Hope on His Safe Return After Hostage Video Release

This is a rush transcript from "On the Record," December 9, 2011. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, FOX NEWS HOST: Tonight, there's an extraordinary development. Missing former FBI agent Robert Levinson alive. New video shows him for the first time since he mysteriously vanished in Iran. Now his family is trying a new tactic, making an urgent plea to his kidnappers.


DAVID LEVINSON, SON OF MISSING AGENT ROBERT LEVINSON: We are not part of any government, and we are not experts on the region. No one can help us but you. Please help us. We tried to contact you, but you never responded. I am sending this message because we need to know what you want our family to do so that my father can come home safely.

We will do everything within our power to bring him home. I don't know how else to communicate with you, but my father knows how to contact us. We don't know what else to do. Please tell us what you want, and please help us bring my father home.

CHRISTINE LEVINSON, WIFE OF ROBERT LEVINSON: Bob, I will continue to do everything I can to bring you home alive. All I want is for our family to be whole again. We love you. We miss you every day.


VAN SUSTEREN: Robert Levinson's wife, Christine, joins us. And good evening, Christine. I have to tell you that there's nothing that enrages me more than when I hear stories about Pan Am 103 and also the story about your missing husband, the fact that he is now apparently alive, or was as of November 2010, and that the American government has been unsuccessful to bring him home.

I take it you've tried going the State Department route and that this is now your next tactic.

LEVINSON: We've tried everything. And we have not been able to get the group holding Bob to get in touch with us to tell us what we need to do and how to get him home.

VAN SUSTEREN: How did you get this video? Because I assume -- and if you go on your website, you can actually listen to your husband speak. But how did this video get from his kidnappers to you?

LEVINSON: It came to my e-mail.

VAN SUSTEREN: And so just one day, you opened up your e-mail and there's your husband on tape, and you discover for the first time that he's alive in several years.


VAN SUSTEREN: Did you take it to the State Department?

LEVINSON: No. The FBI actually has a continuing investigation on the case, so they were the ones who I brought it to.

VAN SUSTEREN: In the tape, I note that you're wearing a scarf. I assume that's out of an effort to at least communicate to the captors that if that is somehow a polite gesture, that at least you're reaching out to them and you want them to reach back to you with information about your husband.

LEVINSON: Yes. As you know, the Southwest Asia area is a Muslim area, and out of respect for them, I am wearing the head scarf so that they will be able to see my video.

VAN SUSTEREN: All right. Now, we've done this story so many times in the past few years, but in case someone's a new viewer, take me back several years. Tell us what happened to Bob when he was in Iran in March of several years ago, what you know about his disappearance.

LEVINSON: What I know is that he was last seen on Kish Island, an area right outside of Iran, in the Hotel Miryam. And when he left the hotel Miryam to come home, on his way to the airport, he disappeared somehow. And since then, we've been trying to find him. And that was March 9, 2007. Since then, I have no information about who has him or where he is.

VAN SUSTEREN: All right, so then you fast forward to November of last year, 2010, which is when you got the video. And it's of your son -- of your husband and he said -- I think it's about three years -- made three years after he was kidnapped, is that about right?

LEVINSON: Three-and-a-half, yes.

VAN SUSTEREN: All right. All right, now, what has the FBI told you? They must have tracked it down. And I guess if they are -- if they're now telling you or giving you the nod to go public, that they've hit a brick wall. This is obviously, you know, a new tactic to reach out to his kidnappers.

LEVINSON: The FBI has a continuing investigation on the case. What the goal here is, is to get whoever is holding him to get in touch with the family because they have not done that and told us what we need to do to get him home. We've tried to contact them over the past year, and we have not been able to do that. So that is the goal right now.

VAN SUSTEREN: Was there any request made in the videotape of anybody to exchange your husband for anything?

LEVINSON: We have not had a request to exchange anything. At this time, there is no negotiation.

VAN SUSTEREN: Do you assume, or is -- I mean, I know that you've listen to music in the background. There's been an analysis of it. Do you assume he's being held in Iran, Pakistan, Afghanistan? What's your best thought on that?

LEVINSON: I honestly don't know. All I know is he's somewhere in that area, and my goal is to get him home alive as soon as possible to our family.

VAN SUSTEREN: So you never got any ransom note, never communication, nothing until all of a sudden last year, November, this videotape shows up in your e-mail account. So he must have given them your e-mail address, right?

LEVINSON: Somehow, they know my e-mail address. And I believe that Bob carried that on him, and so that's how they would know.

VAN SUSTEREN: Are you satisfied -- I realize they've been unsuccessful, but are you satisfied that the State Department and the FBI, our federal government is doing everything it can in its power to help find your husband and bring him home?

LEVINSON: I am. I believe that the United States is doing everything possible in order to get him home. As you know, that area of the world is very difficult and information is very hard to come by there. I continue to hope that anybody who sees our video and has knowledge of anything involving Bob's case will get in touch with us at our website, www.HelpBobLevinson.com.

VAN SUSTEREN: Is there anything we can do -- I assume by virtue of putting this up across the TV and across the world, that helps. But is there anything else? Because this is a story that, you know, we've been -- you know, we're vested in because we really would like to see Bob come home because we know your family now.

LEVINSON: Yes. I would like to see him come home, too. Unfortunately, every day goes by, and I have no more information on how to do that, how to get him home safe and sound to our family. And now it's the holiday season once again, and this will be the fifth holiday season. And it's just very hard each year when we don't have him there.

VAN SUSTEREN: Christine, thank you. And I hope someone gets in touch with you that's holding your husband so that this might have a happy ending. Thank you.

LEVINSON: Thank you, Greta.