ANTHONY, N.M.—A federal investigation is reportedly underway in the town of Anthony, which straddles New Mexico and Texas.

The El Paso Times reports ( http://bit.ly/11j0tS1) several residents reported waking to the sound of loud bangs around 5 a.m. Wednesday. And at least two helicopters were seen flying over the town, with one shining a spotlight over some areas.

A spokesman with the FBI in New Mexico told the newspaper there is a multi-agency operation being conducted in Anthony, N.M., and that more information will be released later today.