AFTER DEPG SANTA MONICA AT NGT, MITSUBISHI MU-2 PLT CTCD TRACON FOR CLNC THRU TCA AT 6500'. TRACON TRIED TO GET AUTOMATED VFR HANDOFF TO ARTCC, BUT WAS UNABLE. RADAR SVC WAS TRMTD & PLT CTCD (NON-RADAR EQUIPPED) SANTA BARBARA FSS (HOME ARPT). HE WAS ADZ WX WAS 500' SCT, 2700' BKN, 4000' OVC, VIS 6 MI WITH FOG. PLT HAD NOT FILED FLT PLAN & BGN A VOR RWY 25 APCH WO OBTAINING CLNC. AS HE CONTD IBND, MU-2 DSCNDD THRU CLDS & CONVERGED WITH FAIRCHILD SA227 THAT WAS ON IFR APCH TO ARPT. ARTCC CTLR, WHO HAD BEEN CTLG SA227, ADZD FSS SPECIALIST OF SITUATION. PLTS OF BOTH ACFT WERE ADZD OF OTR ACFT'S PSN. MU-2 PLT DID NOT RESPOND WHEN ASKED IF HE WAS IN IMC. MU-2 PLT RPRTD 7 OR 8 MI OUT ON VOR APCH. HE WAS TOLD AGAIN OF SA227 ON FINAL APCH & TO PHONE ARTCC AFTER LNDG. NO FURTHER RDO CALLS WERE RCVD FM MU-2 PLT. RADAR DATA SHOWED MU-2 CONVERGED WI 400' OF SA227. PLT BGN LEFT TURN OVR SHORELINE AS IF TO CIRCLE FOR SPACING, BUT MU-2 ENTERED DSCNT & CRASHED IN OCEAN. EXAM OF LGT BULBS INDCD MASTER CAUTION & BATTERY OVR TEMP LGTS WERE ILLUMINATED DRG IMPACT.