The reports are that they were killed by a CIA drone.
http://www.washingtonpost.com/world/...O9K_story.html
Quote Originally Posted by WaPo
Anwar al-Aulaqi, a radical U.S.-born Muslim cleric and one of the most influential al-Qaeda leaders wanted by the United States, was killed Friday in a CIA drone strike in northern Yemen, U.S. and Yemeni authorities said, eliminating a prominent terrorist recruiter who inspired attacks on U.S. soil.

The strike also killed a second U.S. citizen — Samir Khan, the co-editor of an al-Qaeda magazine — and two other unidentified al-Qaeda operatives, the Yemeni government said. But tribal leaders in the area said at least seven people were killed. They identified one of the others as al-Qaeda militant named Salem bin Arfaaj.