According to Portageville Police Chief Ronnie Adams, the girls' grandmother said they climbed into her car outside of her apartment on their own while the grandmother was napping.
Adams said the grandmother laid down to take a nap at 1 p.m. Wednesday with the twins and a three-year-old. When she woke to take an 18-year-old to work, she could not find the twins. A short time later, they were found in the car.
The entire neighborhood is feeling a loss few can put into words.
"Those are some precious little girls. It just hit the whole neighborhood. Never seen anything like this. Everyone came out to support the family," said neighbor Margaret Brown.
Allannah and Alliya Larry just turned two years old last month.
Sheriff Terry Stevens said crews did everything they could to save the two girls.
"Emergency personnel responded and tried to resuscitate the children to no avail," Stevens said. "The sheriff's office and the highway patrol were called in and a criminal investigation was launched like we always do in any unnatural death."
Stevens said he hopes an autopsy will provide answers. An autopsy was scheduled for Thursday in Cape Girardeau.
"We don't know if they were placed in the car or if they climbed in under their own will," Stevens said Wednesday night. "That's why we're investigating."
With the extreme heat, it's hard for anyone to imagine what the children endured.
"We know the temperature inside that vehicle reached over 130 degrees," Stevens said.
Police Chief Ronnie Adams say the temperature reached 140 degrees when police placed a thermometer inside.
That fact makes the girls deaths that much harder on people in the neighborhood.
"Every time I think of it it's so upsetting because I have grandchildren of my own. Just to find out something like that would be beyond tragic," Margaret Brown said.
No one is in custody.
Sheriff Stevens says investigators are interviewing several people and officers are canvassing the entire Lakeview Apartment area. They're asking if anyone saw what happened.