Officers were called to the world-famous landmark just before midnight on Wednesday following reports of a male adult acting suspiciously.
When they arrived less than 10 minutes later he had disappeared and the cases were found.
Yesterday a police helicopter and the coastguard joined in the search for the suspect, who is described as black with a beard.
A CCTV image from the road bridge in Bristol shows him wearing a black Adidas baseball cap, a black jacket and a gold earring.
He was also in black jeans and white trainers and carrying a back- pack. Last night police urged anyone who saw him to call 999, although they said they were "not aware of any current risk to the wider public".
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