Murder probe into double shooting in NSW

A shooter is believed to be at large after the bodies of a man and a woman were found on a rural dirt road in the NSW Riverina region.

Paramedics were called to Old Deniliquin Rd on the outskirts of the border town of Moama on Wednesday morning after reports of a car crash.

But when they arrived they found a man's body inside the car and a woman half way out of the vehicle.

Police haven't identified the victims.

Superintendent Paul Condon said a gun hasn't been found, but they're looking for it at the scene, and believe a third person carried out the shooting.

The deaths happened on a rural, unpaved stretch of road lined by farm land on the outskirts of town.

Resident Kylie Spencer said she was driving into town about 9.20am on Wednesday and noticed a white car pulled off the road.

"I didn't know there were bodies," Ms Spencer, who lives on the road, told AAP.

"I drove past thinking they had a punctured tyre. You do 100km/h down that road.

"It was just pulled over on the road, nothing suspicious at all."

Ms Spencer said there was another car pulled over next to the white vehicle.

She assumed the motorist was helping out.

Ms Spencer, a resident of 12 years, said the cars weren't local to that road.

A strike force has been set up to investigate the deaths.