(CNN) -- They chose to make a death-defying jump in the wee hours of the morning.
About 3 a.m. Monday, New York police said, two people dressed in black wearing protective headgear parachuted, or possibly base-jumped, off a building or balcony in lower Manhattan. "They landed on West Street near Goldman Sachs close to the World Trade Center site, " NYPD Deputy Commissioner John McCarthy said.
The jumpers touched down and left, apparently without a trace. No car was seen driving away. Was it a public relations stunt or done on a dare? Something more sinister? Police are still investigating. But even in "The city that never sleeps," there's always someone watching.
A security camera captured the parachuters and police are reviewing it for clues.
"If they came out of an aircraft, it's unknown at this time. But they were seen walking with parachutes away from the location," Police Commissioner Ray Kelly said. "No banners, no notes were left."