Police and family members were searching Monday for a North Jersey man whose burned-out car was found in Camden County early Saturday, four hours after he arrived at an Atlantic City casino with his family.

Martin Caballero, 47, of North Bergen, and his family went to the Trump Taj Mahal Casino Resort on Friday night to celebrate his daughter's 21st birthday, his family said. His charred Lincoln MKS was recovered in Blackwood, Gloucester Township - 46 miles away, Atlantic City police said.

Police have not revealed much about the investigation, but family members think Caballero, manager at a Jersey City Stop & Shop grocery, may have been carjacked.

"I personally think it is probably something bad. I don't want to think it is," said stepson Cristian Martinez, 30.

Authorities gave this account:

Caballero pulled his 2009 ivory Lincoln up to the Taj Mahal porte-cochere around 10:30 p.m. Friday. His wife, Libia Martinez, and daughters went inside the casino.

Ten minutes later, they returned to where they had last seen Caballero but could not find him. They assumed he had gone into the casino, too.

Four hours later, one of Caballero's daughters got a phone call from their brother at home. The Lincoln had been found about 2:30 a.m. engulfed in flames in the parking lot of the Gloucester Township Democrat Club in the 100 block of Coles Road.

Calls to Caballero's cell phone have gone unanswered, authorities said.

On Monday, investigators combed a wooded area near the Blackwood parking lot.

Family members offered more details in an interview Monday. They said Caballero, who visits Atlantic City once a month or so, dropped his wife off in front of the casino. His daughters and two friends arrived minutes later.

They parked near the entrance of a self-park garage. "Go pick up your mom," he said to his daughters.

Caballero drove toward the garage to park the Lincoln, but they did not see him go into the garage, said stepdaughter Nancy Cruz, 35. The daughters parked their car in the same garage.

When Caballero didn't show up in the casino, his family tried his cell phone and asked customer service to page him, Cruz said.

They searched the garage and went to the restricted-access roof, she said.

"It took us a long time to do that. We kind of feel bad, because we should have called the police," Cruz said.

Later, Taj Mahal employees told the family that Caballero's rewards card had been used around 10:30 p.m. to enter the garage, Cruz said. The card did not need to be swiped to leave the garage. "We think somebody must have grabbed him in the parking lot," she said.

They filed a missing person report after learning about the charred car. Cruz said authorities told them that a lighter was found inside of the car. "He has asthma. He couldn't even be around smoke for a long time," she said.

Authorities ruled the fire an arson.

Cruz said authorities also showed them a picture of someone who took $303 from their father's account at an ATM machine in Cardiff about 1 a.m.

"We told them it wasn't [him] because it didn't look like him," she said.

On Monday, working on a few hours of sleep, the family had rounded up a small search party and printed out about 150 fliers to pass out.

"We think the worst, but we hope for the best," Cruz said.

Caballero stands about 5 feet, 10 inches and weighs 180 pounds. He has close-cropped hair and was last seen wearing a black button-down shirt and black pants.

Anyone with information is being asked to call Atlantic City detectives at 609-347-5766.

Contact staff writer Darran Simon at 856-779-3829 or dsimon@phillynews.com.