Bessemer, Ala. ? A gunman killed two bank tellers and wounded two others during a robbery Monday morning, then was shot by deputies as he tried to walk out with a hostage, authorities said.

Bessemer Police Chief Nathaniel Rutledge said the gunman entered the Wachovia bank branch shortly after it opened at 9 a.m. and fired on the tellers after demanding money. Investigators believe only a single gunman was involved but are checking whether a second suspect was outside the bank, Rutledge said.

He declined to elaborate on what happened inside. Video from surveillance cameras is being reviewed, Rutledge said.

Police identified the two dead tellers as Sheila Prevo and Eva Hudson. Their age and hometown were not given. Prevo had worked at Wachovia for just more than two years, and Hudson had been with the company for nearly four years, Mitchell said.

The wounded bank employees were taken to a hospital. Police at a news conference said that Anita Gordon was in critical condition and that LaToya Freeman was treated and released.

The suspect, whose name was not released, was taken to a hospital.

Eight employees were inside the bank at the time of the shooting, said Wachovia spokeswoman Evelyn Mitchell, but she was unsure whether any customers were present.

FBI spokesman Paul Daymond said a deputy was driving by the bank when he saw a man coming out with a hostage, Deputies said the man was holding a gun to the head of a woman when he tripped, was shot and was captured.

Rutledge said a passer-by also tried to intervene when the gunman left the bank, but he did not elaborate.

There was no word on whether any money was taken.