Martin Caballero, 47, has not been seen since Friday night when he went to the Trump Taj Mahal Casino Hotel for the celebration.
Casino records indicate that Caballero, who lives in North Bergen, used a swipe card at 10:30 p.m. Friday to enter the parking garage, but his family has not heard from him since.
At 2:30 a.m. Saturday, police found Caballero's Lincoln MKS fully engulfed in flames approximately 50 miles away in a desolate Blackwood, New Jersey parking lot.
Then at 1 a.m., someone withdrew three-hundred dollars from Caballero's bank account at an ATM in Egg Harbor Township.
Family members fear Caballero, a family man and supermarket manager in Jersey City, was taken against his will.
"We are concerned about Mr. Caballero's whereabouts and for the family, and are working in conjunction with those law enforcement agencies to be helpful in every way possible," Trump Entertainment Resorts said in a statement.
Investigators are reviewing casino surveillance footage, including the parking garage.
Anyone with information regarding Mr. Caballero's whereabouts should contact the Atlantic City Police Department at 609-347-5779.