DRG ARR, THE ACFT WAS VECTORED FOR AN LDA RWY 19R APCH. AFTER BEING CLRD FOR THE APCH, THE PLT WAS ADVISED THAT RADAR SVC WAS TERMINATED & TOLD TO CONTACT THE TWR. AT 2033 PST, HE RPRTD INBND AT THE FINAL APCH FIX & WAS CLRD FOR THE APCH.APRX 2 MIN LATER, HE DECLARED A MISSED APCH. THE TWR CONTROLLER (CTLR) INSTRUCTED THE PLT TO CONTACT TRAVIS DEP CTL, BUTONLY A 'GARBLED' REPLY WAS HEARD. THERE WAS NO FURTHER RDO CONTACT WITH THE ACFT. AFTER CROSSING THE ARPT ON A SSE HDG, THE ACFT ENTERED A LEFT CLBG TURN AS IF TO BEGIN THE MISSED APCH PROCEDURE, THEN IT TURNED RGT AS IF TO BEGIN A DWNWND &BASE LEG FOR RWY 1L. WITNESSES RPRTD THE ACFT ENTERED CLDS & SHORTLY THEREAFTER, IT REAPPEARED IN A STEEP, DSCNDG, RGT TURN. IT THEN CRASHED INTO A DEPT STORE APRX 1 MI SOUTH OF THE ARPT WHILE IN A 32 DEG RGT BANK, 6 DEG NOSE LOW ATTITUDE.NO PREIMPACT PART FAILURE/MALFUNCTION WAS FND THAT WOULD HAVE LED TO THE ACDNT. THE WX (IN PART) WAS: 400' OBSCD, VIS 3/4 MI WITH FOG; SAME AS LDA MINS. MINS FOR CIRCLING APCH WERE 600' & 1 MI. NO COCKPIT VOICE RECORDER INSTALLED OR REQD.