APPROACHING THE DESTINATION ARPT, THE PLT WAS ADVISED TO PLAN A VOR RWY 24 APPROACH & THAT HE WOULD BE TURNED JUST INSIDE THE FAF. AT 0055, NEWARK A/C IDENTIFIED THE ACFT 3 MI NORTH OF THE ARPT STILL AT 2,000 FT & ASKED THE PLT IF HE WAS ABLE TO EXECUTE THE APCH FROM THAT POINT. THE PLT REPLIED NEGATIVE, HE WAS IN THE CLOUDS & COULDN'T SEE THE RWY. THE PLT WAS THEN GIVEN TURNS FOR A VECTOR FOR AN ILS RWY 6 APCH. THE PLT DID NOT RESPOND TO SUBSEQUENT TRANSMISSIONS & AT 0104, KENNEDY APCH ADVISED NEWARK APCH THAT FOR SOME UNKNOWN REASON, THEY WERE WORKING THE ACFT. AT 0108 THE PLT RETURNED TO NEWARK APCH FREQ & WAS GIVEN VECTORS TO INTERCEPT THE LOCALIZER. SHORTLY THEREAFTER, NEWARK APCH LOST RADIO CONTACT WITH THE ACFT. BOTH NEWARK APCH & KENNEDY APCH WERE UNSUCCESSFUL IN RE-ESTABLISHING RADIO CONTACT WITH THE PLT. AT 0129 A TARGET WAS OBSERVED OVER WESTCHESTER COUNTY ARPT & AT 0132 THE ACFT WAS OVER DANBURY ARPT. THE ACFT IMPACTED A HILL AT AN ELEVATION OF 700 FT.