The terrorist group Al Qaeda has claimed responsibility for the killing of one American in Saudi Arabia and the kidnapping of another.

It has also posted video on an Islamist Web site that shows the killing of a U.S. citizen from last Tuesday.

"The murder of the Jewish American Robert Jacobs, who worked for the Vinnell espionage firm," said a statement accompanying the video.

It shows a Western-looking man falling to the ground in front of a garage as two gun-wielding men run towards him. The man's face isn't seen in the video.

Jacobs worked for Vinnell, a U.S. defence contracting firm that trains the Saudi National Guard, which is responsible for protecting the country's monarchy.

The U.S. Embassy in Riyadh is only confirming an American is missing and that another was killed.

"We received a report that an American citizen is missing and we are working with the local authorities to find him," a U.S. embassy spokeswoman told Reuters on Sunday.

Al Qaeda said on the Web site it had kidnapped the one man to "avenge U.S. mistreatment of prisoners" in Abu Ghraib prison in Iraq and Guantanamo Bay in Cuba.

The militant group identified their captive as Paul Marshall Johnson, 49, from New Jersey. He is an Apache helicopter specialist and was taken on Saturday.

"The Mujahedeen were able in the same operation to kill another American working as a manager in the military sector. They stalked him and then they killed him in his home," said the statement. It was signed by "al Qaeda Organization in the Arabian Peninsula."

It said a video would be released letter to show Johnson's confessions and list its demand.

The group had also taken responsibility for attacks in Khobar in late May that left 22 people dead.

Earlier Saturday, Kenneth Scroggs had pulled into his home's parking garage when he was approached and shot by three gunmen.

Riyadh's chief of police said a "resident holding the American nationality" was killed in the capital's Malaz district Saturday afternoon, according to the official Saudi Press Agency.

"I pledge, God willing ... that they (militants) will not slip away from the hand of justice," Crown Prince Abdullah said.

These latest incidents top a week that also saw three other westerners killed.

The killings have heightened security fears for foreign workers in Saudi Arabia. Saudi Arabia's oil industry seen by analysts as particularly vulnerable to disruption as it is run mainly by western oil workers.

It is estimated that 8.8 million foreigners support a work force of 17 million Saudis, mostly in the oil sector and banking. If they left, it could cripple the oil industry.
 
The United States has urged all its citizens to leave the kingdom and the British Foreign Office has advised Britons against all non-essential travel to Saudi Arabia.