New York (CNN) -- Searching for clues to the disappearance of a missing woman, authorities made a grisly discovery: the bodies of four women in various stages of decomposition, stuffed into bushes along an isolated strip of waterfront property on Long Island.
But the remains of Shannon Gilbert, the woman they sought, weren't there, the Suffolk County (New York) Medical Examiner's Office said Thursday.
Gilbert, 24, of Jersey City, New Jersey, was last seen alive on May 1, CNN affiliate WABC reported.
Suffolk County Detective Lt. Gerard Pelkofsky told WABC that Gilbert worked as a prostitute and had last arranged to meet a client on Fire Island about a mile from Oak Beach, where the bodies were found, he said.
"Common sense tells us it's not a coincidence," Pelkofsky said.
A Long Island resident -- who lives a few miles from where the bodies were found -- said a young woman who "looked like she was partying all night" came to his door at about 5 a.m. on May 1.
"She was screaming 'Help me, help me!' and said somebody was chasing her," said Gustav Coletti, who lives in the town of Oak Beach.
He described the woman as a "young, light-brown-haired person in her early 20s."
Coletti said he called 911 after opening his front door to the woman, prompting her to flee into the weeds along an embankment near his house.
Moments later, Coletti said, an Asian man driving a dark-colored sport utility vehicle pulled up alongside his home, looking for the woman.
"Things got out of hand at a party and I'm just looking for her," Coletti quoted the man as saying.
When Coletti informed him that he had called the police, the man said that he "should not have done that" and drove off in the direction of where girl had fled, Coletti said.
Authorities were searching in the area on Saturday when they found the first body, and three more were found Monday, Suffolk County police said.
All were discovered on a quarter-mile stretch of Oak Beach, "which indicates they were dumped there by the same person or persons," Suffolk County Police Commissioner Richard Dormer said. "It's too coincidental that there were four bodies in the same location."
Investigators broadened the search Thursday, but no additional remains were found, according to Suffolk County Police.
Dormer said police could be dealing with a serial killer but have not been able to sufficiently link the bodies to make that determination.
Federal agents have joined police in their Investigation, according to Dormer.
"I held a meeting between members of my staff and the FBI's New York office today concerning the discovery of four bodies in Gilgo Beach during the past several days," Dormer said Wednesday. "The FBI has offered all available resources in support of our investigation."
The FBI was not immediately available for comment.
Authorities say investigators will continue to search the surrounding area Friday.