Police in New York and Pennsylvania are looking for the suspect in a May murder who escaped jail Thursday night.

Investigators said Michael Burham, 34, was last seen in Pennsylvania just before 11:30 p.m., according to the Post-Journal. He was wearing orange and white striped, jail-issue pants, a white t-shirt, and a blue denim jacket with white lettering on the back reading “Warren County Jail.”

“All citizens are urged to lock their doors and stay vigilant,” Warren, Pennsylvania, and Jamestown, New York, police said in a message sent out via social media. “We do not know where he is at this point.”

Warren County spokesperson Cecile Stelter told reporters that Burham escaped from the jail’s recreation yard by “elevating himself” atop exercise equipment and then going through a metal-grated roof, ABC News reported. He lowered himself to the ground using tied-together bedsheets and fled into the woods on foot, she said.

Burham is the prime suspect in the rape and shooting death of 34-year-old Kala Hodgkin in her Jamestown home on May 11 and is also accused of setting fire to another woman’s car that same day.

Burham allegedly remained in the area for more than a week after Hodgkin’s murder, then reportedly kidnapped an elderly Warren County couple from their home in Sheffield at gunpoint and drove them to South Carolina in their car. The couple was later found safe, but Burham avoided capture for days hiding in the woods.

Once he was captured, he was extradited to New York but was moved to Pennsylvania last month, where he was arraigned on multiple counts related to the kidnapping. He has not yet been charged in Hodgkin’s murder.

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[Featured image: Michael Burham/Jamestown Police Department]