Massachusetts police are searching for an “armed and dangerous” man who allegedly shot his wife in the face over the weekend, killing her.

Investigators said they found 33-year-old Aaron Pennington’s white BMW late Monday afternoon, hidden in a wooded area of Gardner near the town line with Ashburnham, WCVB reported. Police issued a shelter-in-place order for several hours while they searched the area, lifting it just before 10 p.m.

Pennington was not found, and the city of Gardner said officers would be in the area “out of an abundance of caution” overnight Tuesday.

Court documents say that the Penningtons four children went to a neighbor’s house at about 9:15 a.m. Sunday to ask for help.

“Four children came over to [the neighbor’s] house scared because they could not find their father and their mother was in her bedroom crying,” the paperwork says. “The four children were known to reside with their parents at 42 Cherry Street in the city of Gardner. The children also stated that their father’s vehicle was no longer in the residence’s driveway.”

The neighbor called 911 and police arrived, locating Breanne Pennington in an upstairs bedroom with a gunshot wound to her face. They found shell casings in the bedroom, but no weapons in the house.

The document says that witnesses told them the couple had marital issues and that Breanne Pennington, 30, was planning to move to Texas with the children.

“Aaron Pennington suffered from mental health issues and had threatened suicide,” the document states.

Police said Breanne Pennington owned a gun for protection but neither she nor her husband had a license to carry.

Security camera video shows Aaron Pennington pull out of the driveway in the BMW shortly before 9 a.m. Sunday. Police said at the time that the car initially had a Massachusetts veteran plate, but Pennington may have swapped it for a Texas or California tag. They did not say what tag it had when it was found on Monday.

Pennington is described as 6 feet 2 inches tall and about 175 pounds.

As of Sunday night, the four children, ages 2, 5, 7, and 9, were in the custody of the Massachusetts Department of Children and Families, Worcester County District Attorney Joe Early said.

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[Featured image: Aaron Pennington/Massachusetts State Police and Breanne Pennington/Facebook]