Check out this piece from the Bellingham Herald regarding the suspicions raised by John Allen Muhammad/Williams during his stay in Washington state:

The Rev. Al Archer, director of the Lighthouse Mission where Muhammad lived off and on for months, remembers him as a guy who made a good first impression - too good.
"On the surface he was squeaky clean," Archer said. "He was almost too good to believe. I kind of quit believing."
After he got to know Muhammad better, Archer grew so suspicious of his odd behavior that he suspected him of being part of a terrorist organization, and he called the FBI. But that was in October 2001, in the aftershock of the World Trade Center massacre, and Archer doesn't think he got the feds' attention.
...Muhammad's frequent flier status seemed odd to other people. One of them was Greg Grant, a real estate agent in Bellingham who owns and manages an apartment complex about two miles south of Sumas on Highway 9. Last year, Grant said, he would often drive residents of Lighthouse Mission - including Muhammad on several occasions - to the apartments to do yard work and other chores, then back to the mission once the work was done.
Once, Muhammad told Grant that he had to travel a long distance, possibly to Jamaica or the Cayman Islands in the Caribbean, to sign some papers on a land sale, Grant said. Grant said he wondered why Muhammad would fly to do that when the job could be handled by mail.
In the post 9-11 climate, Archer felt it was worth a call to the FBI.
"I felt like he was part of an organization. I felt like he had some connection with terrorists. ... I said he's got connections somewhere with somebody who's got money," Archer remembered telling the FBI.
He also contacted Bellingham police with his concerns.
"We both agreed there was something not right, but there was nothing they could nail him with," Archer said.

I hope the authorities follow up on where a man who spent months in and out of a homeless shelter got the money for his weapon, a car and several plane flights.