A 26-year-old woman who police say was with the children when they were last seen Monday was taken into custody. Police said she held a funeral earlier this week for what she claimed was her stillborn child; investigators are now analyzing those remains to see if they are the stolen fetus.
Authorities provided few details of the investigation and stopped short of calling the woman a suspect in the slaying of 23-year-old Jimella Tunstall, saying only that she was a person of interest.
"Our main concern at this point is trying to find the children alive," State Police Capt. Craig Koehler said.
Investigators told CBS affiliate KMOV-TV in St. Louis that the baby was most likely cut from the victim's womb last week.
"We're continuing to conduct our murder investigation and we are considering the death a murder," Koehler said.
Dozens of searchers scoured Holten State Park in East St. Louis for Tunstall's children, ages 1, 2 and 7. Investigators would not say what led them to believe the children were there.
East St. Louis Police Chief James Mister said the boyfriend of the woman in custody reported that she told him during the funeral Thursday that she killed a pregnant woman to get the fetus.
Tunstall's body was found in a vacant lot Thursday.
An autopsy showed that Tunstall's death was "very graphic and very brutal," said Ace Hart, a deputy coroner. She died of a wound to the abdomen caused by a sharp object, possibly a pair of scissors that was found near her body, he said.
"We're thinking it's scissors," Hart said.
Hart said the woman in custody summoned police to Holten Park on Sept. 15, saying she had gone into labor. The dead baby, taken to a hospital, showed no signs of trauma, and an autopsy failed to pinpoint a cause of death, he said.
The woman would not let doctors at the hospital examine her and offered conflicting reasons for why she went into labor, alternately saying she had had consensual sex and was sexually attacked, Hart said.
"We're not rushing to judgment," prosecutor Robert Haida said. "We are taking our time and waiting on reports from investigators."
Authorities declined to say whether there was any connection between the victim and the woman in custody.
The woman in custody was taken to the hospital the same day a young mother's throat was slashed and her baby kidnapped in Lonedell, Mo., south of St. Louis. An arrest has been made in that case, the mother is recovering and the baby was returned unharmed.
Also in Missouri, Lisa Montgomery will stand trial April 30 on charges of snatching a baby from the womb of Bobbie Jo Stinnett at her Skidmore, Mo., home in 2004. The baby survived.