In newspaper reports Tuesday, witnesses reported seeing two cars - a minivan and a sport utility vehicle - follow actress Laura Zapata and her sister Ernestina Sodi late Sunday as they left a Mexico City theater where Zapata had just starred in the play "La Casa de Bernarda Alba."
The occupants of the two cars got out when Zapata stopped at a red light, and smashed the windows of her car, kidnapping both women, witnesses said.
Mexico City prosecutors said Monday they were investigating whether the women were kidnapped. The prosecutors have created a special group to look into their disappearance.
But they didn't mention any witness reports, and a spokesman for the Mexico City attorney general's office declined to comment Tuesday.
Family members have refused to file a report with police or comment on the women's whereabouts.
Police found Zapata's Volkswagen Jetta abandoned along a Mexico City road, the capital's attorney general, Bernardo Batiz, said at a news conference Monday.
Kidnappings are common in Mexico, and often go unreported to police because relatives fear officials may be involved.
Zapata has starred in dozens of Mexican soap operas. She began her career in 1977, and starred along with Thalia in the popular soap operas "Maria Mercedes" and "Rosalinda."
Thalia, who performed during Wednesday's Latin Grammys, is married to Sony Music Chairman Tommy Mottola.