In 1986, Swedish Prime Minister Olaf Palme was assassinated, shot in the back as he walked down a quiet street in Stockholm. The inability of the police to find the killer spawned myriad conspiracy theories, many of them connected to the Cold War. Palme was a socialist who regularly criticized US foreign policy, so some people thought the CIA got him. But he also criticized the Soviets, so others thought the KGB did it because Palme showed that a much more humane socialism was possible. Palme especially liked to criticize South Africa, so some people thought that either the South African government killed him, or the gold barons, or just some cranky Boers. Palme also had many domestic enemies.
The police have just announced that they think they know who did it: a Swede named Stig Engstrom, who killed himself in 2000. Engstrom was an unhappy loner and a bit of a right-wing nut, and he had previously been figured as the likely killer by an investigative reporter a few years ago. The police say they did not rely on the reporter's work, so this looks like independent investigations arriving at the same end point.
It's a disappointment to conspiracy buffs, but the police did allow that they can't rule out a conspiracy behind Engstrom; after all if there were other conspirators they had years to cover their tracks. But the police say they did not find any evidence that Engstrom had accomplices.
I still find it weird that in 1986 the Prime Minister of Sweden had no security. Wouldn't it be amazing if we could get back to that sort of world?