Tiffany Tehan, 31, of Xenia, the mother of a year-old daughter, was seen several times in the convenience store this month and last with Tre B. Hutcherson, 42, of Dayton, according to the Dayton Daily News.
Authorities have dubbed him a person of interest in her disappearance.
The video is two-weeks old.
"They're in the same place and it is on more than one occasion," Xenia Police Lt. Scott Anger told reporters. "And, it appears that they know each other. This individual may have information that may be helpful to us."
On "The Early Show" Wednesday, Anger told co-anchor Maggie Rodriguez, "We've been able to make a connection (between Tehan and Hutcherson). "It's not certain that they're together, but we believe there's a likelihood they're together."
Tehan was last seen withdrawing cash from n ATM, at the start of what family members say was to be a day of shopping.
When she didn't return home, her husband, David Tehan, called police.
Her family members say they don't know Hutcherson or why Tiffany she would be with him.
Police say her SUV was found Sunday at a park in the Dayton suburb of Kettering, with a flat tire and the keys locked inside.
A woman who answered the door at Hutcherson's residence and identified herself as his wife said he took $2,000 from their bank account. "Obviously they are together," she told the Dayton Daily News. "(Hutcherson) wouldn't hurt Tiffany."
David Tehan told Rodriguez Wednesday it's been "incredibly hard, not knowing what's going on. Not knowing where she is, any of that. … It's so unlike her, for any of this to have happened. And you know, we just miss Tiffany so much, and can't wait to see her again."
David says he "can't even guess" what happened to his wife. "It's just such a mystery to me."
Any chance she ran off with Hutcherson?
"I would be shocked," David replied. "I've never seen this person before. You know, I don't know what connection there is between Tiffany and this man but I'd be shocked if she was a willing participant in any of this."
Chuck Tabor, Tiffany's father, had a message for her on "The Early Show": "If I could say anything at all to Tiffany, I would say, tiffany, we love you. We care for you, and if you are able to contact us, please do so. We'd like to … make sure that you know that you can come home, and we want to do everything we can to find you."
The Rodriguez interview had snips of the surveillance video: