THE PLT WAS CLRD FOR A VOR RWY 14 APCH. ON APCH, HE RPRTD AT THE SLEET INTXN (A FIX ON THE NDB APCH). THE ACFT WAS THEN SEEN FLYING OVR THE ARPT ON AN EASTERLY HDG. UNICOM OPERATOR SAID HE THEN HEARD THE PLT CALL "TURNING FINAL." HOWEVER, BFR LNDG, THE ACFT HIT TREES & CRASHED APRX .6 MI EAST OF THE ARPT. NO PREIMPACT MECHANICAL PROBLEMS WERE FND. WITNESSESESTD A 200' CEILING, VIS 1/4 TO 1/2 MI. A WX STUDY INDCD THE CLD BASES WERE NR 600' MSL, THE VIS (BLO CLDS) WAS LESS 1 MI. MIN DSCNT ALT (MDA) & CIRCLING MIN ALT FOR THE APCH WERE 1180'. ARPT ELEV WAS 540'. DRG ARR, BFR REACHING THE VOR INITIAL APCH FIX (IAF) (17.3 MI NW OF ARPT), THE BWI CTLR CLRD THE PLT TO THE MIN VECTORING ALT (400' BLO THE IAF ALT), BUT DELAYED ADVISING FOR 8-1/2 MIN THAT RADAR CONTACT WAS LOST. AFTER REACHING THE IAF, THE PLT DELAYED TURNING OUTBND TWD THE HOLDING PATTERN. HE CONTD THE TURN & INTERCEPTED THE INBND COURSE FOR THE APCH APRX 15 MI NW OF THE ARPT. ARTCC RADAR (NOT AVAILABLE TO THE CTLR) SHOWED THE ACFT TRACKED RGT OF COURSE UNTIL CONTACT WAS LOST APRX 4 MI NW OF ARPT.