AN FK100 FLC STARTS A VISUAL APCH AND DSCNT TO THE WRONG ARPT AFTER INITIAL VECTORS TOWARDS XNA; AR.

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LOCATION: XNA. CAPT WAS FLYING; I WAS WORKING RADIOS. APCH AND ALL NOTES WERE BRIEFED 30 MINS PRIOR TO ARR. ONCE HANDED OFF TO RAZOR BACK APCH; I INFORMED THEM THE SUN WAS IN OUR EYES AND REQUESTED RADAR VECTORS TO FINAL. DSCNT CHKLIST WAS COMPLETE. WE WERE AT 3000 FT AND I WAS UNABLE TO GET AN IDENT ON THE LOC FOR THE ILS RWY 16 AT XNA. ASKED RAZOR BACK APCH FOR RADAR VECTORS TO FINAL. HIS RESPONSE WAS 'THE ARPT IS AT YOUR 11 O'CLOCK POS; YOU'RE SET UP TO INTERCEPT A 3 MI FINAL.' WE WERE THEN HANDED OFF TO TWR. BOTH THE CAPT AND MYSELF LOOKED OUT THE WINDOW AND SAW AN ARPT AT 11 O'CLOCK POS THAT WE WERE SET UP TO INTERCEPT A 3 MI FINAL. THE CAPT STARTED TO MAKE HIS TURN AND DSCNT FOR THAT RWY. NOT HAVING BEEN ABLE TO IDENT THE LOC; THE LOC NOT BEING CTRED; AND THE HSI NOT SHOWING US LINED UP FOR THE RWY 16 AT XNA; I TOLD THE CAPT I WAS NOT SURE THIS WAS THE RIGHT RWY. THE CAPT SAID 'ASK TWR IF THEY SEE US;' AND I DID. THEY SAID THEY DID NOT. I TOLD THE CAPT THE RWY NUMBER WAS RIGHT AND THE ARPT LAYOUT LOOKS THE SAME AS THE ARPT DIAGRAM. THE CAPT ELECTED TO START A GAR. XNA TWR THEN CONFIRMED AGAIN THEY DID NOT HAVE US IN SIGHT AND TOLD US TO GO AROUND AND SWITCH BACK TO RAZOR BACK APCH. WE ASKED FOR RADAR VECTORS TO THE ILS FINAL RWY 16. ONCE WE GOT CLOSER TO THE ARPT; I WAS ABLE TO IDENT THE LOC. THE CAPT INTERCEPTED THE LOC FOR RWY 16 AT XNA AND LANDED UNEVENTFULLY. LOOKING BACK ON IT; THE CAPT MADE AN EXCELLENT DECISION TO GO AROUND.