From ABC News:

Over the skies of the Midwest, two F-16 fighter jets are escorting a private Cessna 172 aircraft stolen from a flight school in Ontario, Canada, whose pilot has been unresponsive to multiple requests that he establish communications with ground controllers. ...

The plane entered American airspace over Michigan's Upper Peninsula at 3:25 p.m. today and has been trailed by the military aircraft since 4:43 p.m. as it has flown over Minnesota, south through Wisconsin, Illinois and Missouri.

The aircraft went past St. Louis and is now flying south about 30 miles east of Salem, Mo. At one point, the Wisconsin state capitol building in Madison was evacuated as a precaution as the plane flew over the city. ...

Late Update: NORAD tells Canada's CTV that the Cessna will soon run out of fuel.

Later Update: This one is getting weirder. The plane has landed near U.S. Hwy. 60 in the vicinity of the southern Missouri Ozarks town of Ellsinore, and the pilot has fled on foot, according to CNN.