Authorities were able to track down the trio to Bear Mountain Ridge Motel on Route 9W in Fort Montgomery. The Orange County motel was surrounded, and the children were taken safely into New York State police custody.
New York State police, Old Bridge Township police and investigators from the Middlesex County Prosecutor's Office were also at the motel.
Police attempted to negotiate with Anthony Trapp, 39, who was still holed up in a motel room. He was wanted for questioning in the murder of his ex-wife Heather Trapp, kidnapping his daughters and possession of a stolen vehicle.
Authorities say Trapp committed suicide in the room, but it was not clear how he killed himself. However, he was believed be armed with a knife, which may also be the murder weapon.
"Between 8 p.m. and 9 p.m. last night [Thursday], Old Bridge Police officers responded to the residence of Anthony Trapp on a welfare check. The family had not been able to reach him or the children for some time," Old Bridge Police Dept. Capt. Robert Weiss told PIX11 News.
"When we arrived there, we discovered the house had been empty except for Heather Trapp, who has been murdered."
Trapp had apparently already checked into the motel with the girls at about 6 p.m. Thursday, according to reports.
Police believe Heather was at Anthony Trapp's Old Bridge home on a visitation because the pair had shared custody of their two daughters, 20-month-old Sophia and 5-year-old Emma.
Authorities say Anthony Trapp took off with the girls in Heather's red 2012 Nissan Rogue SUV with New Jersey license plate C59-BPB. Trapp, who has family in Staten Island, apparently swapped the vehicle's New Jersey license plate for a New York plate.