The man, 37-year-old Steve Stephens, blamed his ex-girlfriend as well as heavy losses in gambling for the rampage.
Robert Godwin, Sr., 74, was walking on a street in broad daylight on Easter Sunday when Stephens pulled over from his car and shot and killed him.
After the killing, Stevens said he had killed 13 people, a claim authorities said they have not been able to verify.
Stephens is considered armed and dangerous, and the public must remain vigilant, authorities said.
Ohio, Indiana, Michigan and Pennsylvania are also on alert, along with New York.
After the fatal shooting, Stephens' cell phone reportedly last pinged in Erie, Pa., about 100 miles east of Cleveland.
Police say Stephens is driving a white Ford Fusion.
Stephens is 6-foot-1, approximately 244 pounds, bald with a full beard.
(See photos above.)
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