THE ACFT WAS FIRST RADAR IDENTIFIED ABOUT 18 MI NORTH OF THE ARPT & WAS GIVEN RADAR VECTORS FOR A RIGHT DOWNWIND & BASE TO RWY 36R. WHILE ON A DOWNWIND HEADING 150 DEG, THE PLT WAS ASSIGNED A HEADING OF 270 DEG & WAS QUERIED IF THE ARPT WASIN SIGHT. THE PLT RESPONDED '...WE GOT IT.' HOWEVER, RADAR DATA SHOWS THE ACFT CONTINUING THE TURN THROUGH 270 DEG TO ABOUT 350 DEG. AFTER ABOUT 1/2 MI, THE ACFT TURNED LEFT TO 250 DEG DESCENDING. THE TURN CONTINUED TO A SW HEADING APPROXIMATELY ALIGNED WITH A CITY STREET THAT PASSES SOUTH OF THE ARPT ON A COURSE OF 250 DEG. THE ALTITUDE DECREASED WITH A CONSISTENT RATE TO 900 FT WHEN RADAR CONTACT WAS LOST. ELEV AT THE APCH END OF RWY 36R IS 724 FT. WRECKAGE DISTRIBUTION WAS ALONG A 245 DEG HEADING. A FLT INSPECTION OF THE RWY 36R EDGE LIGHTS AT NIGHT DURING VFR CONDITIONS INDICATED THE LIGHTS WERE NOT VISIBLE BEYOND 30 DEG OF THE RWY CENTERLINE. THE PLT GOT UP AT 0730 ON 11/14.