Terror's Tracks

For Spanish investigators, it was a chilling message from beyond. As they searched a bombed-out apartment building in the Madrid suburb of Leganés last week — trying to determine from the body parts exactly how many members of the March 11 train-bombing cell had made their last stand there — the investigators found a videotape in the rubble. On it, an intense man, flanked by two others brandishing Sterling submachine guns, warned of massacres to come. "The Brigades of al-Mufti and Ansar al-Qaeda" — or supporters of al-Qaeda —...