While enroute IFR to Santa Barbara the WX conditions went below minimums. The PLT first asked about Santa Maria (SMX) as an alternate but the WX was below minimums as well. The PLT then selected San Luis Obispo (SBP) for his alternate dest. Radar data showed the ACFT was high during the localizer approach to SBP and passed over the airport at 2,600 ft MSL (2,300 AGL). The controller issued a climb to 5,000 ft and told the PLT to execute the missed approach as published. There was confusion about the instruction. The PLT stated 'missed approach as published,' to which the controller responded 'affirmative'. Radar data showed the ACFT descended to 2,200 ft, where radar contact was lost. On site exam revealed the ACFT hit the top of a hill in a level std rate turn to the left. Two approach plates were on the PLTs clipboard, the SMX ILS & the SBP localizer. The SMX missed approach specifies a climbing left turn to 2,000 back to the VOR. Both approach plates look similiar.