St John's car park in Swan Street has been taped off by Northamptonshire Police for a number of hours today.
One man tweeted the Chronicle & Echo to say that he could not get his car out of the car park at 1.07pm and there was a large police presence at the scene.
Other motorists have been stuck since 9am.
Northamptonshire Police have been approached for comment but have not been able to confirm what the nature of the investigation is.