AT 1230 CST ON 3/27/85, THE PLT & HIS WIFE DEPARTED ON A X-COUNTRY FLT, BUT DID NOT ARRIVE AT THEIR DESTINATION. WHEN FAMILY MEMBERS BECAME CONCERNED, A SEARCH WAS INITIATED. THE WRECKAGE WAS LOCATED ON 3/31/85 WHERE THE ACFT COLLIDED WITH TREES & CRASHED ON WOODED TERRAIN. INVESTIGATION REVEALED THE PLT HAD OBTAINED AN AIRBORNE WX BRIEFING AT 1343 CST.THE LATEST WX AT HOT SPRINGS AT THAT TIME WAS REPORTED AS SKY PARTIALLY OBSCURED, 800' OVERCAST, VISIBILITY 3/4 MI WITH FOG, WIND 170 DEG AT 5 KTS. A RADAR SUMMARY SHOWED 2/10 COVERAGE OF THUNDERSTORMS & RAIN SHOWERS IN THE AREA. AN EXAM OF THE CRASH SITE SHOWED THAT INITIAL IMPACT WAS WITH TREES AT APRX 40' AGL. THE 1ST IMPACT WITH THE GROUND WAS ABOUT 200' BEYOND INITIAL IMPACT WITH THE TREES. THE WRECKAGE PATH WAS 400' LONG. NO PREIMPACT PART FAILURE/MALFUNCTION WAS FOUND. THE PROP BLADES HAD SIGNIFICANT ROTATIONAL DAMAGE. APRX 27 MI NW AT HOT SPRINGS, THE 1358 WX WAS IN PART: PARTIALLY OBSCURED, 800 FT OVERCAST, 1 MI VIS WITH FOG. THE CRASH SITE WAS APRX 300' ABOVE THE ELEV AT HOT SPRINGS.