The incident unfolded around 2 a.m., Wednesday, April 14.
First, four men were spotted on Foam Place in Queens carrying a large, unknown object, said the NYPD.
The object was placed in the trunk of a vehicle in front of the location, and the four men entered the vehicle and drove from the location.
The officers followed the vehicle and conducted a car stop in the vicinity of Nassau Expressway and Bayview Avenue in Inwood, said the NYPD.
Upon further investigation, the officers discovered an unidentified adult woman, "unconscious and unresponsive, wrapped within a blanket," NYPD said.
EMS responded to the scene and pronounced the woman dead at the scene.
The medical examiner will determine the cause of death.
The four men were taken into custody and the investigation remains ongoing, said NYPD.
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