Baldwin, 63, could be seen outside the the sheriff's office headquarters distraught and in tears while on the phone. No charges have been filed, according to a news release sent by the sheriff's office late Thursday evening.

The director of photography for the feature film Rust, Halyna Hutchins, 42, died at University of New Mexico Hospital in Albuquerque, and director Joel Souza, 48, was taken to Christus St. Vincent Regional Medical Center, where he was receiving emergency care, the sheriff's office said.

Baldwin is one of the film's stars as well as a producer. He went to the sheriff's office willingly and provided a statement to investigators, sheriff's office spokesman Juan Ríos said.

"We're treating this as we would any other investigation," Ríos said, adding deputies were still trying to determine whether what happened was an accident.