Alka Punekar, a Marathi actress, has been missing since December 27 from the city, police said.
What has deepened the mystery is the fact that her car was found at the bottom of a ravine near Khopoli on Mumbai-Pune road.
Police Inspector Meera Bansode of Kopri police station here said today that the probe was underway, but the police were yet to get any clue about her whereabouts.
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As per the complaint, Alka left home on December 27 for a show at Uran in neighbouring Navi Mumbai. From there she was to travel further to Pune.
Her car was found in a mangled state at the bottom of a 700-feet deep gorge in Khopoli in Raigad district on December 30. Police found her bag and cellphone in the car, but she was nowhere to be found.