Closed circuit cameras caught the plane landing at 7:52 p.m. Sunday at the United States Coast Guard Training Center Cape May.
The training center is in a heightened state of security until the incident gets resolved.
A family captured video of the plane flying low over Wildwood earlier Sunday evening. The father can be heard yelling for his young girls to get out of the water for safety.
Ryan Stewart in West Wildwood says, for about 15 minutes, he saw the plane flying erratically, doing flips, dips and nose dives. Stewart recorded video of the plane.
Another Wildwood resident named Samantha also captured video of the low flying plane in the area.
Several law enforcement agencies, including the Cape May County Police, Sheriff, and the Coast Guard Investigative Services, are looking for the pilot.
It's not known if the pilot was injured in the landing.