THE ACFT DEPARTED FULLERTON, CA (ELEV 96') AT O958 PDT ON A FLT TO BIG BEAR, CA (ELEV 6750'). THERE WAS NO RECORD OF THE PLT OBTAINING A WX BRIEFING. AT APRX 1015, A WITNESS HEARD THE HELICOPTER CIRCLING ABOVE THE BOTTOM OF 'AN EARLY MORNING FOG HANGING OVER THE GROUND AT APRX 300 FT.' AFTER CIRCLING ABOUT 3 TO 5 MIN, THE HELICOPTER BEGAN TO FLY SOUTH WHEN IT SUDDENLY WAS OBSERVED FLYING OUT OF THE FOG AT A STEEP ANGLE TOWARD THE GROUND. IT WAS ANGLED NOSE DOWN WITH A SLIGHT ROLL TO THE LEFT. SUBSEQUENTLY, THE HELICOPTER CRASHED IN A TAIL LOW, LEFT BANK ATTITUDE. THE ENG WAS REPORTED TO BE OPERATING AT A HI POWER SETTING UNTIL THE HELICPOTER CRASHED & BURNED. NO PREIMPACT PART FAILURE OR MALFUNCTION WAS FOUND. THERE WAS EVIDENCE OF LOW ROTOR RPM, THAT THE CYCLIC CONTROL WAS FULL AFT & THAT THE COLLECTIVE WAS FULL DOWN AT IMPACT. APRX 4 MI EAST, THE 1019 WX WAS, IN PART: SKY PARTIALLY OBSCURED, 1000' OVERCAST, VISIBILITY 3/4 MI WITH FOG.