The FBI wants to question four Chinese nationals amid fears of a plot to explode a "dirty bomb" in Boston.
The four Chinese nationals were thought to be heading to Boston
Police and FBI agents in Massachusetts were issued with photographs of two men and two women wanted in connection with an "unspecified threat".
Earlier on Wednesday US TV networks reported that agents with radiological sensors were on patrol in Boston.
The FBI and city officials in Boston played down fears, saying reports of a dirty bomb were "uncorroborated".
The four Chinese were named as Zengrong Lin, Wen Quin Zheng, Xiujin Chen and Guozhi Lin.
None of the four were understood to have appeared on FBI "watch lists".
The FBI issued a statement acknowledging that an "unspecified" threat had been received, adding that the information came from "an unknown and uncorroborated source regarding an unspecified potential threat".
Earlier, CNN reported that the group were smuggled over the border from Mexico and planned to receive some unspecified dangerous materials.
Despite the FBI's caution, Massachusetts Governor Mitt Romney returned to Boston from Washington DC, where he had travelled to attend President George W Bush's inauguration on Thursday.
Mr Romney said officials did not think the four Chinese nationals were in Massachusetts, but said there were suspicions they could be on their way to the state.
"To assure the people of Boston and Massachusetts that it is safe to be at home, I am going to be sleeping in my bed in Massachusetts tonight and I feel perfectly safe doing so," Mr Romney said.
More staff would be placed on duty at the state emergency bunker, he said, but added that Massachusetts' terror alert level would not be raised.