Just wanted to add a little to this thread. It is my understanding
that were coming in on runway 30 not runway 12. Check approach plate
LOC R30 at MTV. A missed approach should have had then in a right
turn climbing to 2600 head away from Bull Mountian 3211.

Also, here are some excerpts from an article on ThatsRacin.com:

The plane also lacked a ground positioning warning system that could
have helped warn the pilots about the mountain they faced in front of
them.

Even without the equipment, the plane had a procedure to follow after
missing the landing.

After missing the runway on Sunday, the plane should have turned
sharply to the right, and climbed back up to 2,600 feet above sea
level to either try again or head to another airport.

Instead the plane ended up about seven miles straight ahead of the
runway. It's unclear at what elevation it hit the mountainside.

Rayner said he doesn't know why the pilots didn't follow the
government-approved procedure for a missed landing at Blue Ridge
Airport.

At the Blue Ridge Airport on Tuesday, pilots who fly in and out of the
airport questioned what could have gone wrong. "If you fly by the
procedures, it's extremely safe," said Matt Broughton, a Roanoke
attorney who has been flying for 19 years.

Grimes, too, said he was looking for a reason as to why the plane
crashed into the mountain. "I think all of us who fly instruments are
looking for a reason why," he said. "If you look, this (mountain) is
the only point on the chart marked as dangerous. It's the highest
point out there."

Here is the link if you want to read the entire article:
http://www.thatsracin.com/mld/thatsracin/10021848.htm