PLT FILED IFR FOR 2 FLIGHT LEGS; BALTIMORE, MD TO TETERBORO, NJ & TETERBORO TO MONTGOMERT, NY (ORANGE CO ARPT). THE PLT RECEIVED A PREFLIGHT WX BRIEFING & WAS ADVISED THAT THE FORECAST FOR STEWART, NY, ABOUT 10 MIS FORM MONTGOMERY WAS SKY PARTIALLY OBSCURED 4000', 500' SCATTERED & 4 MIS IN FOG. WHILE ENROUTE TO TETERBORO, AT 0134 HRS, THE PLT RADIOED STEWART ARPT & WAS ADVISED OF WX THERE AS SKY PARTIALLY OBSCURED WITH 4 MIS IN FOG & HAZE. THE ACFT LANDED AT TETERBORO AT 0152 HRS AND DEPARTED VFR AT 0200 HRS. AT 0211 HRS THE PLT RADIOED ANOTHER ACFT & IN PART STATED THAT HE WAS AT ORANGE CO ARPT & WAS ATTEMPTING TO LAND, HOWEVER THE WX WAS GOING DOWN. AT 0211 HRS THE PLT RADIOED STEWART & WAS ADVISED THAT WX THERE WAS THE SAME AS REPORTED AT 0134 HRS. THE PLT ACKNOWLEDGED. THERE WAS NO FURTHER TRANSMX FROM THE PLT. AT 0215 HRS A WITNESS NEAR THE ACC SITE HEARD A CRASH. HE REPORTED WX AS 400' IN FOG. THE ACFT CRASHED 2 MIS SOUTH OF RWY 03. THE LNDG GEAR & FLAPS WERE DOWN. EXAMINATION OF THE ACFT DID NOT DISCLOSE EVIDENCE OF MALFUNCTION.