THE PLT & PASSENGERS WERE ON A PERSONAL SIGHTSEEING FLT OVER MOUNTAINOUS TERRAIN. NO RECORD WAS FOUND OF THE PLT RECEIVING A WX BRIEFING OR A FORECAST OF WINDS ALOFT. THE WINDS AT 9000 & 12,000 FT WERE FORECAST TO VARY BETWEEN 200 & 210 DEG AT 25 KTS. THE PLT SAID HE HAD NOT FLOWN IN MTNS AROUND PENASCO, EXCEPT TO FLY OVER THEM AT HIGH ALTITUDE.WHILE FLYING ON AN EAST-SOUTHEASTERLY HEADING, NORTH OF JICARITA PEAK, THE ACFT HIT TREES, CRASHED & BURNED ON RISING TERRAIN AT AN ELEV OF ABOUT 11,500 FT. NO PREIMPACT PART FAILURE/MALFUNCTION OF THE ACFT WAS FOUND. TWO WITNESSES SAW THE ACFT BEFORE IT CRASHED. ONE SAID IT WAS FLYING SVRL HUNDRED FT ABOVE THE TREELINE, THE OTHER ESTIMATED IT WAS AT ABOUT 500 FT AGL. BOTH HEARD THE ENG 'REV UP' BEFORE THE ACDNT. ONE WITNESS NOTED A STORM WAS APCHG IN THE DISTANCE. THE PLT RPRTD THE ACFT WAS IN A CLIMB AT 130 TO 140 KTS, WHEN IT BEGAN DSCNDG. HE COULD NOT RECALL THE ACDNT, BUT AN INVESTIGATION REVEALED THE ACFT WAS LEVELED BEFORE IT HIT TREES ON ABOUT 5 DEG RISING TERRAIN.