"The Beltway Snipers": The FULL MK Confidential Series

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Megyn Kelly (1:00)

Welcome to The Megyn Kelly Show, live on SiriusXM Channel 111 every weekday at New East.

Hey, everyone. I'm Megyn Kelly. Welcome to The Megyn Kelly Show and today's weekend mega episode. Today, we are bringing you the entire MK Confidential series on The Beltway Snipers, going deep into the background of each of the two snipers who terrorized the Washington DC area for weeks. And we will talk about what ultimately happened to each one of them. All five episodes in one. Enjoy. This is a gripping story.

It is Wednesday night, 6 p.m., October 2nd, 2002, in the parking lot of a shoppers' food warehouse on Randolph Road in Wheaton, Maryland, a comfortable inner suburb just north of Washington, DC.

It looks like every other grocery store lot in America at the end of a workday. Scattered cars and shopping carts, people loading kids and groceries, the autumn sky going dark over the storefronts.

A gray pickup truck with an American flag on its antenna pulls into the lot and parks. A man in a business suit and tie climbs out after a long day, a grocery list in his pocket. He's only stopping in for a minute. His name is James Martin. He is 55, an analyst at the government's weather and ocean agency. He grew up poor in the Midwest, served in Vietnam, and now he has a house in the suburbs. His wife Billy teaches Sunday school. Together, they have an 11-year-old son named Ben.

Martin mentors inner-city kids. Tonight, he is picking up sodas and snacks for his church youth group, because this store has the best prices. He shuts the driver door and starts across the asphalt toward the sliding doors. There is a muffled pop, flat and far away with no crack to it. The kind of noise a person might take for a truck tire blowing out a few streets over. James Martin falls where he stands. It happens in the blink of an eye. There is a small entry hole. One bullet goes into his back and tears out the front of his chest. He is dead almost before the sound finishes traveling. No one sees the shooter or the gun or even the direction where the shot came from. A few parking spaces away, a woman named Kimberly Sadelson is loading groceries into her Honda with her five-year-old son beside her. She hears the boom, sees the man go down, and takes out her phone. She dials 911, still not totally sure what she's seeing.

SPEAKER_9 (3:46)

I'm at Dr. Phil Warehouse on Randolph Road, and a man just fell in the parking lot. There was a loud noise, but we're not sure if he was shot.

Megyn Kelly (3:53)

Across the road, a Montgomery County police officer named Alan Felson hears it too. He is in his unmarked cruiser, and his summer uniform, black shorts and a polo shirt with police across the back. He's pulling out of the district station that happens to sit directly across the street. The sound does not quite register as a gunshot. It is missing the sharp crack of a firearm. He looks toward the shopper's lot and sees nothing. No people running, no screaming. He wonders if someone dropped a loaded pallet over at the garden store.

Then he swings the cruiser around and finds a parking lot full of people standing frozen in place. He calls out the window. What happened? What's going on here? No one answers. And then out of the corner of his eye, he sees a man on the ground. He grabs his radio. Break, break, break, he says, to cut through the other traffic. I'm at shopper's food warehouse on Randolph. I've got the sound of a shot. One down, one down.