Police say 28-year-old Sherron Zanders was found in the passenger seat of black Cadillac with multiple gunshot wounds just before 5 p.m.
"Officers have made contact with witnesses," said Cpl. Patricia Sullivan. "At this point it's still preliminary, and we are trying to track down some of the leads."
Police say they are not sure where the shooting took place and no arrests have been made.
Zanders was taken to a local hospital with life-threatening injuries.
The suspect is considered armed and dangerous.