A car belonging to four young adults missing since Saturday was found in a river Thursday with four bodies in it, police and witnesses said.

Identities of the victims were not immediately released. There was no immediate indication of how they died.Police divers found the car submerged in the Mill River, police said.

Earlier Thursday, a private investigator looking for the four said he believed the three women and one man were being held against their will by someone.

State police Detective Andrew Trudelle said the four, ages 19 and 20, had been drinking illegally for several hours at a New Haven bar near Yale University before leaving together about 3 a.m. Sunday.

Trudelle said the information came from an employee of the bar, which under state law can't serve anyone under 21.

The four East Lyme friends were last seen by their parents at 7 p.m. Saturday, when they left for an evening in New Haven. Police are investigating their disappearance. Mullen has been hired by the parents.