Cops Fear Last Arizona Prison Escapee Won't Be Taken Alive

Police have captured two of the three "extremely dangerous" Arizona prison escapees but predict a possible deadly end for the final fugitive, an investigator said today.

"We believe they are armed and extremely dangerous," U.S. Marshal chief deputy Fidencio Rivera told "Good Morning America" today of the remaining fugitive, John McCluskey, and his alleged accomplice, cousin and fiance, Casslyn Welch.

"Based on information we're receiving from interviews, we believe they have no intention of being taken alive, information that indicates that they're willing to commit suicide.

"So we are extremely concerned for public safety and for the safety of our law enforcement personnel," he said.

VIDEO: Authorities believe "Bonnie and Clyde" couple is headed to Montana. Play
Two of Three Arizona Fugitives Captured

McCluskey and Welch have been on the run since Welch allegedly helped McCluskey and two other men escape from a medium-security prison in Arizona July 30. Although two of the inmates have since been captured, McCluskey and Welch are believed to be on the run, most likely in Montana.

They have been linked to the double-murder of a couple in their 60s in New Mexico last week, according to authorities.

"Desperate people take desperate actions, and based upon that we are concerned," Rivera said. "They've demonstrated their willingness and callousness to commit violent crimes based on their prior convictions and the current allegations of double-homicide."

McCluskey was serving a 15-year sentence for charges, including attempted murder.

Second Fugitive Caught After Singing, Praying in Church

The second fugitive to be captured, convicted murderer Tracy Province, was arrested Monday morning outside a church in Meeteetse, Wyo., where he attended the service the day before.

Whether seeking forgiveness or just trying to fit in, Province participated in the service Sunday, praying and singing, witnesses said.

"I talked to him a little bit about faith and God and Jesus Christ forgiving sins and things like that," pastor Ron Kingston said. "He said he had faith in God."

No one knew who Province was at the time.

Province was eventually identified by a church member who recognized him from media reports, leading to a "picture perfect" capture, Rivera said.

"He immediately denied he was Province but later admitted it was him and that he was relieved the manhunt was over," U.S. Marshal David Gonzalez said.

At the time of his arrest, Province was holding a hitchhiking sign that had "Casper" written on it, the name of a city in the center of the state, where he was likely headed. Police said Province also had a 9-millimeter handgun at the time of his arrest.

'On McCluskey Like a Cheap Suit'

Meanwhile, prison escapee McCluskey and suspected accomplice Welch remain on the lam. The fugitives are believed to be white supremacists and members of the Aryan Brotherhood.

"Rest assured, we are going to be on McCluskey like a cheap suit," Gonzalez said Monday.

He also reminded the public that there is a $40,000 reward for the capture of McCluskey.

"In situations like this, you got to be vigilant," Gonzalez said. "If you see anything, call 911 and report it immediately."

He said that the couple consider themselves a modern-day Bonnie and Clyde.

"I think they've taken the persona that this is some type of movie and this is some kind of a joke that they are living, but it is not," Gonzalez said. "This is a very, very serious business."

Before Province's capture, the group had been sighted in Yellowstone National Park over the weekend. Gonzalez said Monday that McCluskey and Welch are no longer in Yellowstone National Park but are in the vicinity.

Rivera said today officials believe the couple to be in Montana but have been fielding tips and following investigations from Canada to Florida.

ABC News consultant Brad Garrett said that each day McCluskey and Welch remain on the lam makes it harder for them to keep their cover.

"It's very difficult to remain on the lam because keep in mind everyone virtually knows what they look like at this point," Garrett said. "In my mind, it's clearly only a matter of time that they eventually will get caught."

Gonzalez doesn't rule out that friends or allies from the white supremacist network might be helping the couple.

"There are some enclaves in that part of the country and they have connections and friends in that area they might be headed to," he said Monday.

There are more than a dozen extremist groups with links to white supremacists in Montana, Wyoming and Idaho, according to the Southern Poverty Law Center website.

New Double-Murder Could Add to Rap Sheet

Gonzalez said Province and McCluskey are suspects in the double-murder of a husband and wife who were burned in their trailer in New Mexico last week. The charred remains of Linda and Gary Haas were found last week after a rancher came across their wandering dogs. The couple's truck was found 120 miles away in Albuquerque with evidence connected to the escapees, police said.

McCluskey's mother is now under arrest for allegedly giving McCluskey and Welch clothing, money and a getaway car.

McCluskey's stepfather, Jack Washburn, expressed his anguish at the pain his stepson has caused.

"He'll never realize how bad he's hurt me and his mother," Washburn said.

CLICK HERE to see a picture of each of the runaways at the U.S. Marshal website.

The Associated Press contributed to this report.