At 1134 Central time, the airplane was destroyed after impacting terrain following a sudden loss of altitude during vectors for an instrument approach. The private pilot and one passenger were fatally injured. Instrument conditions prevailed at the time of the accident. At 1132:40 the pilot was told to descend to 3100 feet msl. At 1133:04, at an altitude of 3800 feet msl, a heading of 286 degrees and a groundspeed (GS) of 175 knots, the pilot was told to turn right to 080 degrees. The pilot acknowledged the assigned heading (flights last radio transmission) and the airplane continued a left turn to a heading of 272 degrees until 1133:13, when radar indicated the airplane began a right turn at 172 knots GS. At 1133:40, the airplane was at 1200 msl, on a 046-degree heading and at 254 knots GS. Witnesses indicate the airplane exited low clouds in a steeply banked turn with its engine running.