DRG ARRIVAL, THE PLT WAS CLEARED FOR AN NDB-A APCH & RECEIVED APPROVAL TO CHANGE TO THE LOCAL ADZY FREQ. AFTER THAT, THERE WAS NO FURTHER RADIO COMM WITH THE ACFT. RADAR DATA SHOWED THE ACFT CROSSED OVER THE INITIAL APCH FIX (IAF) & BEGAN A RGT OUTBOUND TURN TOWARD THE PROCEDURE TURN AREA. RADAR CONTACT WAS LOST ABT 3 MI WEST OF THE IAF. WHEN THE ACFT DID NOT ARRIVE, A SEARCH WAS INITIATED. IT WAS FND THE NEXT DAY WHERE IT HAD CRASHED IN MOUNTAINOUS TERRAIN AT AN ELEV OF ABT 1100'. IMPACT OCCURRED IN A STEEP NOSE DOWN, LEFT WING DOWN ATTITUDE. NO PREIMPACT PART FAILURE/MAL- FUNCTION OF THE ACFT OR ENG WAS FND. PERSONNEL AT THE ARPT (ELEV 35') ESTD THE WX WAS ABOUT 1000' OVERCAST, 5 MI VIS WITH LIGHT RAIN & FOG. A HELICOPTER PLT, WHO WAS SEARCHING FOR THE DOWNED ACFT, RPRTD THE MTNS & HILLS IN THE AREA WERE OBSCURED BY CLOUDS. HE WAS UNABLE TO REACH THE AREA OF THE CRASH SITE ON THE DAY OF THE ACDNT DUE TO RAIN & FOG.