The victims discovered Sunday, and a detective said murder-suicide was one of the scenarios being investigated.
Neighbors struggled to make sense of the deaths of a family in which the father was well known through the apartment complex as a friendly maintenance worker.
"I still don't want to believe it," said Heather Nason, who used to babysit the three children. "I love those children like they were my own."
Neighbors identified the five as Joel Smith, along with his wife, Heather, and their three children, ages 12, 7 and 4. The family had moved a couple of years ago from Arizona, neighbors said.
Investigators said it appeared no one outside the family was responsible for the shootings. They planned to release the identities later on Monday.
The grisly discovery was made after a family friend contacted an apartment complex worker to express concerns about the family's well-being, investigators said. The worker entered the apartment and discovered one body, then immediately called police.
Police recovered the shotgun from a bedroom where the bodies of the girl and her parents were found. The boys' bodies were found in their separate bedrooms.
Neighbors described the father as well known in the apartment complex along the Saco River because he was one of the maintenance workers.
Many of them described a friendly family with the children were part of a group of neighborhood kids who constantly rode their bikes or played tag and other games in a community that residents described as safe. The parents were in their 30s.
"The kids were great. They were just happy kids, and it's just a huge shock," said Nason, who with her husband Dellas placed flowers outside the apartment on Sunday. As for the parents, "they'd take the shirt off their back for you," she said.
Police believe the shootings happened at about 11:30 p.m. Saturday, based on reports from neighbors about loud noises coming from the apartment.
The neighbors didn't contact police.
State and local police, along with the medical examiner, were at the scene until midnight and returned Monday to conduct more interviews. Autopsies were being conducted Monday in Augusta.
The droves of children who usually circle the complex were all inside Sunday evening, replaced by concerned adults watching the police.
Down the street, Vin Savage watched with a stunned look on his face. "This is a tragedy," he said. "It's mind-boggling."