During a press conference on Wednesday, Santa Fe sheriff Adan Mendoza said that he's "not exactly sure of [Baldwin's] present whereabouts," as he hasn't been asked to stay put in New Mexico, though police say, he has been cooperative in their ongoing investigation into the accidental "Rust" shooting.
The 63-year-old actor was in New Mexico filming the upcoming western-genre film when he discharged a firearm he was told was unloaded during a rehearsal.
A projectile from the gun struck and ultimately killed cinematographer Halyna Hutchins.
Director Joel Souza was also injured but has since been sent home from the hospital.
'RUST' MOVIE SHOOTING PRESS CONFERENCE: ALEC BALDWIN'S WHEREABOUTS UNKNOWN BUT HE'S COOPERATING
Production on the picture has paused while an investigation into the matter continues, and it wasn't long after the incident that an assistant was seen packing up Baldwin's family's belongings into a car thought to be headed to their estate in the Hamptons.
ALEC BALDWIN 'RUST' SHOOTING 'IS A VERY COMPLICATED CASE,' POLICE SAY: 'IT'S A PUZZLE'
Though it was thought that the Oscar-nominee and his family might head to their Hamptons home, there is work being done on the estate, so it's likely he's not there.
It's unclear whether Baldwin and his brood are hunkering down in a property they are renting or whether a friend or family member is putting them up for the time being.
At the time of the shooting, Baldwin was staying in New Mexico. He was spotted several times at the La Posada hotel, a local told Fox News - once with the son and the husband of Hutchins - though it's unclear if that's exactly where he was staying at the time.
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"Rust" was being filmed on Bonanza Creek Ranch near Santa Fe when the gun was discharged. The actor has not been seen for several days since the shooting.
Fox News' Lauryn Overhultz contributed to this report