He will be looking anywhere and everywhere and not exactly do a good job of keeping quiet about it, because, well...Arthur and quiet. They don't work well together. What if he set free some lobsters from the supermarket to do some searching for him? Would they come up with anything? (Granted, they are still lobsters, and lobsters aren't super-bright.)

And he would probably be super excited about helping out the police, because this is what superheroes do when the police aren't horribly corrupt. He would also probably be sort of a pain in the butt during questioning, I am sorry. (He wouldn't mean to be, but well...)