Police investigators in Niagara Falls, N.Y., on Thursday were untangling the mystery behind why a Bentley crashed and burned at a bridge at the U.S.-Canada border, killing a local couple and causing panic on both sides on one of the year’s busiest travel days.

Among the possibilities that investigators were considering on Thursday was whether the car, an older model, experienced a mechanical failure that caused it to accelerate, according to Robert Restaino, the mayor of Niagara Falls.

The victims were a man and his wife from Grand Island, N.Y., both in their 50s, who owned several businesses in western New York, according to Mr. Restaino. He declined to release their names because the family had not been officially notified.

Mr. Restaino said the couple had originally been headed to a concert in Canada, and investigators believe it was a Kiss show that was called off after a member’s illness.

The Niagara Falls police took over the investigation after the F.B.I. concluded the crash on Wednesday was not related to terrorism, despite initial fears and a sweeping response by local, state and federal authorities, including closure of the border at several locations.

On Thursday, the police department’s accident reconstruction team was tracing the couple’s journey from a casino downtown to the border crossing, examining surveillance video, the scene of the crash and other evidence collected by federal authorities.

A spokesman for the Seneca Niagara Resort & Casino, a towering gambling hall that dominates the city’s waterfront skyline, confirmed that the couple had been at the property for several minutes shortly before the crash.

From there, the car would have needed to travel a little more than a mile to the Niagara Falls International Rainbow Bridge, which straddles the Niagara River just downstream from the famous falls. Headed toward Canada, the car — traveling at “a very high rate of speed,” according to Gov. Kathy Hochul — hit a median and went airborne, topping a fence before colliding with a border patrol booth.

The resulting explosion sent flames shooting into the sky and government and law enforcement officials scrambling to determine what had happened. A border patrol agent working in the checkpoint booth had minor injuries. Cross-border rail service was suspended and cars searched for explosives at local airports, as White House and Homeland Security officials were briefed.

Cable television was flooded with speculation about the cause of the blast, and some politicians took the opportunity to warn against terrorism and criticize the president.

By nightfall, however, Ms. Hochul was assuring the public that no terrorist activity was suspected, noting that “stress levels are already high” in the wake of the terrorist attacks in Israel on Oct. 7 and military action in the Gaza Strip.

In Grand Island, a generally affluent town of about 21,500 that sits just north of Buffalo and midstream in the Niagara, residents were shocked, said Nate McMurray, a former town supervisor who still has a home there.

He said that he had received dozens of messages since the accident — which occurred just before noon on Wednesday — from shocked Grand Islanders. “People are like, ‘Oh my God, what happened?’” Mr. McMurray said.

That question was also being asked by law enforcement and forensics experts in the wake of the violent crash and explosion, which left little remaining of the car but a burn scar. The impact sent debris flying over a wide area.

On Thursday, Erin Bronner, a spokeswoman for the American arm of Bentley Motors, said that the authorities had not yet contacted the automaker about the incident, so she did not have any information to disclose.