FBI Special Agent Jonathan Grusing. (Marty Caivano/Camera)

After Bob Marcum and Rob McLeod meet with the FBI about their missing daughters, Special Agent Jonathan Grusing is assigned to investigate the missing-persons cases surrounding Scott Kimball.

Working with Lafayette police detective Gary Thatcher, Grusing launches an exhaustive investigation, looking for clues that Kimball had transitioned from a white-collar criminal to a serial killer.

The receipt. (Courtesy of Lafayette police)

FBI Special Agent Jonny Grusing and Lafayette police Detective Gary Thatcher find a receipt from North Park Supers grocery store, dated Aug. 24, 2003 — the day after Kaysi McLeod vanished — in boxes of old documents and receipts belonging to Scott Kimball.

They also find Kaysi’s date book and a map of the North Park area.

Kimball's Montana Department of Corrections mug.

Scott Kimball is interviewed by FBI Special Agent Jonathan Grusing and Lafayette police detective Gary Thatcher at the Cascade County Detention Facility in Great Falls, Mont.

Asked about the disappearances of Jennifer Marcum, Kaysi McLeod and Terry Kimball, he offers to provide information about Jennifer and his uncle if given immunity for his white-collar crimes. Kaysi, he tells the investigators, is still alive.

During the six-hour interview, Kimball makes statements like: “I can’t incriminate myself any further” and “I wish I could be honest with you.”

Investigating Jennifer Marcum’s disappearance, FBI Special Agent Jonathan Grusing and Lafayette police detective Gary Thatcher interview Steve Ennis, who shared a cell with Scott Kimball at FCI-Englewood while dating Jennifer.

Ennis — being held at a federal prison in Seagoville, Texas — tells the investigators of another former FCI-Englewood inmate with an eerily similar story.

Steven Holley

Like Ennis, this inmate had become friends with Kimball behind bars in 2002. Like Ennis, he had put Kimball in touch with a girlfriend upon his release.

Both women went missing within weeks.

Talk to Steven Holley, Ennis told the investigators.

Holley, the inmate who had dated LeAnn Emry, had never had his own plea for an FBI interview granted.

Howard and Darlene Emry, with a photo of their daughter LeAnn.

FBI Special Agent Jonathan Grusing calls Howard Emry at home in Payette, Idaho, and asks to speak to his daughter, LeAnn.

“She’s been missing for nearly five years now,” Emry replies.

He tells the agent he fears LeAnn was killed back in January 2003.

Find “Hannibal,” he says. “That’s who murdered my daughter.”

Steven Holley

FBI Special Agent Jonathan Grusing and Lafayette police detective Gary Thatcher interview Steven Holley at the federal prison in Florence, Colo.

They learn that his girlfriend, LeAnn Emry, had been with Scott Kimball in the month before she disappeared on Jan. 29, 2003.

Holley, who spent time in the same unit as Kimball at FCI-Englewood in 2002, said Kimball went by the name “Hannibal.”

The receipt, found in a box of Kimball's belongings. (Courtesy of Lafayette police)

Nagged by a $17.95 grocery store receipt found in Scott Kimball’s possessions, FBI Special Agent Jonathan Grusing decides to take a closer look around Walden, Colo.

The receipt — dated Aug. 24, 2003, one day after the disappearance of Kaysi McLeod. — came from the North Park Supers store in the tiny northern Colorado mountain town.

Scott Kimball, who said he was alone in the mountains the day Kaysi disappeared, had later told Grusing that she might have overdosed on drugs somewhere on national forest land.

Grusing calls the Routt National Forest district office in Walden to ask for a map of the area, and a receptionist tells him it costs $8.

In no mood to fill out an expense sheet, Grusing asks to talk to someone higher up the chain of command.

He tells supervisor Sue Yeager he’s with the FBI and is searching for human remains. She says she’ll get some maps out right away.

Then, almost as an afterthought, she tells him to talk to the coroner. A skull, likely belonging to a young female, had been discovered by a hunter six months earlier in a remote area southwest of town.

“When she told me that, I pretty much knew it was Kaysi,” Grusing recalls.

An initial DNA analysis 2 1/2 weeks later will point to the same conclusion.

The Utah site where LeAnn Emry's remains were found. (Courtesy of Howard Emry)

During a second hunt for bodies, Scott Kimball leads investigators to a wash in Bryson Canyon.

FBI Special Agent Jonathan Grusing is the first to find a bone and then additional remains. They are later determined to be LeAnn Emry’s, based on DNA from her parents, Darlene and Howard Emry.

Boulder County prosecutor Katharina Booth said coming upon Emry’s bones was extremely emotional and moving.

A fragment of a brass-jacketed bullet is found the next day in the area where LeAnn’s skull would have been located when she was killed.

In a separate search for Jennifer Marcum’s remains, which Kimball insists are nearby, nothing is found.

Amy Okubo, also a chief deputy with the Boulder County District Attorney’s Office, said Kimball knows exactly where Marcum is and was simply “messing with us.”

Jennifer Marcum, at age 24. (Courtesy of Bob Marcum)

Scott Kimball participates in a third search for bodies, insisting that Jennifer Marcum is buried in the same area of eastern Utah that LeAnn Emry’s remains had been found the previous month.

But no new discoveries are made, and Kimball tells the FBI that Jennifer may be buried as far as 60 miles away from the site being searched.

Jennifer’s body has still never been found.

Investigators suspect that Kimball may be hanging on to the information as leverage, as a way of extracting something of value from someone somewhere down the road.

“If he thought giving up Jennifer’s remains would benefit him, he would say where they are,” FBI Special Agent Jonathan Grusing said.

Kimball says the FBI won’t provide him the resources to find Jennifer.

“From day one I told the FBI that finding Jennifer would be the hardest to find,” he wrote in response to questions from the Camera. “I’m willing to keep looking.”