A lone red van can be seen in the middle of Churchgate car park, in the town centre, while officers scour the area.
It is still not known why the car park is cordoned off by police.
Forensic specialists and CID officers are thought to be on the scene.
Churchgate car park is expected to be closed for the next few hours while investigations continue.
Saturday shoppers are advised to use alternative car parks while police carry out their investigations.
• If you have any information or photos of the scene please Tweet @WGUNews or @MissScribble or email [email protected]