FORT COLLINS, Colo.: Deputies searched the home of a couple caught up in Colorado's "balloon boy" saga Saturday night after the sheriff said he was pursuing criminal charges in a case that at first sparked fear for the child, then relief he was okay, to suspicions of a hoax.

Larimer County Sheriff Department officers arrive to execute a search warrant on the Heene home Saturday, Oct. 17, 2009 in Fort Collins, Colo. [Agencies]

But Sheriff Jim Alderden didn't say who would be charged or what the charges would be. His deputies later showed up at the Heene's Fort Collins home with a search warrant and at least three of them began a search. Sgt. Ian Stewart declined to say what they were after.

Alderden didn't call Thursday's hours-long drama a hoax, but he expressed disappointment that he couldn't level more serious charges in the incident, which sent police and the military scrambling to save young Falcon Heene as millions of worried television viewers watched.

Suspicion that the balloon saga was a hoax arose almost immediately after Falcon was found hiding in a cardboard box. Heene, a storm chaser and inventor whose family has appeared on the reality show "Wife Swap," and his wife had said one of the boy's older brothers had said Falcon was aboard the homemade balloon when it took off.

Alderden initially said there was no reason to believe the incident was a hoax. Authorities questioned the Heenes again after Falcon turned to his dad during a CNN interview Thursday night and said "you said we did this for a show" when asked why he didn't come out of his hiding place.

Falcon got sick during two separate TV interviews Friday when asked again why he hid.

After the sheriff spoke to reporters, Richard Heene and his wife walked out of his office after meeting with officials for several hours. As reporters yelled questions, all Heene said was, "I was talking to the sheriff's department just now." He then walked to his car with his wife and a friend, and they drove away.

It wasn't clear where the family was late Saturday night. By 9 pm, an AP reporter at the family home said the couple hadn't returned after leaving the sheriff's office. Their three sons were believed to have been at home being watched by sheriff's officials earlier in the day, but their whereabouts also weren't known to reporters in the evening.

The day began with Richard Heene knocking on the windows of journalists camped outside his home and promising a "big announcement." A few hours later, he did an about-face when he told reporters that they should leave questions in a cardboard box on the front doorstep.

As Heene walked away, a reporter shouted, "Can you tell us once and for all if this is a hoax?"

"Absolutely no hoax. I want your questions in the box," Heene said, waving a cardboard container before going back into his home.

A circus-like atmosphere formed outside, including men holding signs and occasionally yelling "balloon boy." One sign read, "Put balloon boy on TV: America's Most Wanted."

Other gawkers carried aluminum-foil stovetop popcorn makers that resembled the a flying saucer-like helium balloon launched from the family's backyard Thursday, with 6-year-old Falcon Heene believed to be onboard.

The Heenes have said the balloon was supposed to be tethered to the ground when it lifted off, and no one was supposed to be aboard. A video of the launch shows the family counting down in unison, "3, 2, 1," before Richard Heene pulls a cord, setting the balloon into the air.

"Whoa!" one of the boys exclaims. Then his father says in disbelief, "Oh, my God!" He then says to someone, "You didn't put the (expletive) tether down!" and he kicks the wood frame that had held the balloon.

Falcon's brother said he saw him inside the compartment before it took off and that's why they thought he was in there when it launched. Heene said he had yelled at Falcon before the launch for getting inside.

Over the years, Richard Heene has worked as a storm chaser, a handyman and contractor, and an aspiring reality-TV star.

He and his family appeared on the ABC reality show "Wife Swap," and the show's producer said it had a show in development with the Heenes but the deal is now off. TLC also said Heene had pitched a reality show to the network months ago, but it passed on the offer.

Despite his attempts to get on TV, Heene insisted Saturday that he didn't know what kinds of questions were being asked about him because he didn't have cable.

"I'm going to place the box out front. Please write your questions down, because friends are telling me they're saying this and that. I have no idea what the news is saying," Heene said.