ACFT ON FINAL APCH; UNDER TWR CTL; WAS OVERFLOWN BY ACFT OPERATING OUT OF NEARBY CLASS B AIRSPACE. CLASS B APCH CTLR DID NOT ADVISE TWR OF TFC.

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WE WERE BEING VECTORED FOR A VISUAL APCH TO RWY 25; AT ORL ARPT. AT ABOUT 8 MI E WE CALLED THE ARPT IN SIGHT; APCH CLRED US FOR A VISUAL TO RWY 25 AND TURNED US OVER TO THE TWR. UPON SWITCHING TO THE TWR WE WERE CLRED FOR A MODIFIED STRAIGHT-IN TO RWY 25. AT ABOUT A 4 MI FINAL AND ALT OF 1200 FT MSL; WE NOTICED TFC AT OUR 9-10 O'CLOCK POS; OPERATING IN CLASS B AIRSPACE JUST S OF OUR ACFT NBOUND AT ABOUT 1600 FT MSL. WE HAD VISUAL WITH THE ACFT BUT WERE SURPRISED TO SEE THE ACFT AT THAT POS. WE RECEIVED NO INDICATION FROM APCH THAT THE ACFT WOULD BE OPERATING IN THAT AREA. THE TWR DID CALL OUR ATTN TO THE ACFT AND WE ADVISED THAT WE HAD VISUAL WITH THE ACFT; AND HAD BEEN WATCHING THE TFC. AFTER LNDG I CALLED THE TWR ON THE PHONE AND TALKED WITH THE CTLR. HE STATED THAT HE HAD NOT BEEN ADVISED BY APCH THAT THE ACFT WOULD BE RETURNING TO A NBOUND HDG AT THAT ALT AND THAT HE WAS SURPRISED TO SEE THE ACFT. HE WENT ON TO SAY THAT HE HAD LAST OBSERVED THE ACFT SBOUND AT 2600 FT MSL. THE ACFT WAS A FLT CHK KING AIR. BE ALERT AT ALL TIMES -- SURE WOULD BE NICE TO HAVE TCASII.