A missing South Australian man may have been killed after he was boxed in on a Victorian country bridge, pulled out of a car and severely beaten by two armed men, police say.

Gordon Tearonui Hamm, 34, of Mount Gambier, had been returning to South Australia with a woman after their road trip to Portland on Victoria's south coast last Wednesday when the feared abduction and murder occurred.

Mr Hamm was a passenger in the car as it crossed a bridge in Nelson, not far from the border, when two other vehicles boxed the car in around 4am (AEST).

The men were armed with guns, pulled Mr Hamm out of his car and bashed him before telling the woman to drive off.

No one has seen Mr Hamm ever since.

"Investigators have grave concerns for the welfare of Mr Hamm and believe he has been abducted and possibly killed," police spokeswoman Sergeant Sharon Darcy said in a statement.

The woman has been interview by homicide detectives about the ordeal.

Anyone who has seen Mr Hamm is asked to call police.