The 7-foot-tall costume, named Guido -- was last seen Feb. 16, the Milwaukee Journal Sentinel reported.
A witness saw the sausage walk out of a fundraiser at the Milwaukee Curling Club's in Cedarburg about 7:45 p.m., Cedarburg police Detective Jeff Vahsholtz said. The Italian sausage was later seen at TJ Ryan's bar in Cedarburg about hour later and also made an appearance around midnight at The Roadhouse Bar and Grill.
Just before 8 p.m. Wednesday, two men -- one wearing a hoodie pulled tight over his face -- dropped the costume off at TJ Ryan's and told staff, "You did not see anything," bartender Jen Mohney said.
"Like I didn't just see two guys plop a sausage on a bar stool," Mohney said, adding that the two left in less than a minute and she immediately called police.
The Famous Klement's Racing Sausages, which also include the Bratwurst, the Polish Sausage, the Hot Dog and the Chorizo, are regularly featured at Brewers games and recently appeared at the team's spring training in Arizona. The Brewers and Klement's each have a set of the costumes.