National Transportation Safety Board spokesman Peter Knudson says no one survived when the twin-engine Cessna 310 went down at 4:15 p.m. Sunday.
The victims' names and hometowns haven't been released. There's no immediate word on the cause.
Knudson couldn't say whether the plane is the same Cessna 310 reported overdue on a flight from Barstow, California, to Amarillo, Texas.
The plane crashed near Silverton in the San Juan Mountains. A San Juan County Sheriff's Department search team was at the scene, and an NTSB investigator was en route.
A team from neighboring La Plata County is assisting.
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