Seamus Gray, 21, was last seen leaving Ibiza bar on Genessee Street, a place popular with sailors from the nearby Naval Station Great Lakes.
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Surveillance video captured him at the intersection of Sheridan Road and Washington around 1:40 a.m. on Saturday.
He did not report back to the Naval Station Great Lakes at his assigned time.
The Waukegan police and fire departments have both searched for Gray in the area he was last seen and along the lakefront.
Anyone who has any information is asked to call police.