He never showed up at the Leroy, Illinois police station where the drop-off was to take place. Investigators suspect Connolly might visit relatives in the Chicago area.
"Please, please, please, Michael. So we can go back to sleep. Bring the kids home. Drop them somewhere where someone can pick them up. Please, please Michael. Do that for me," said Bernadin Charles, an acquaintance of Michael Connolly.
An Amber Alert for the Connolly boys was issued earlier this week. Their father was last seen driving a grey 1991 Dodge Dynasty.