Mexico City, Feb 20 (IANS): Mexican authorities were investigating the disappearance of three Italian men who went missing on January 31 in the state of Jalisco.

"We are working very hard to locate these three people," Jalisco state government spokesman Roberto Lopez said on Monday.

Raffaele Russo, 60, who sold electric generators, his son Antonio Russo, 25, and his nephew Vincenzo Cimmino, 29, disappeared in the town of Tecalitlan. All three were from Naples, reports Xinhua news agency.

Relatives of the men said they first lost contact with the father, and later with the other two, who had gone to Tecalitlan to look for him.

Family members also released a voice message sent by Antonio to a brother in Mexico City, in which he said he was alarmed by town police who approached the pair and forced them to follow them.

News of the disappearance made headlines in Mexico on Monday after relatives marched in Naples on Sunday night to demand action, and a giant banner that said "Release the Neapolitans in Mexico" was unfurled at a local football game.

Russo was on business and staying in Jalisco's capital Guadalajara, said Lopez.