Lucas Davenport has seen many terrible murder scenes. This is one of the worst. In the Minnesota town of Wayzata, an entire family has been killed--husband, wife, two kids, dogs. On the wall, in blood: "Were coming." No apostrophe.

There's something about the scene that tugs at Lucas's cop instincts--it looks an awful lot like the kind of scorched-earth retribution he's seen from Mexican drug gangs. But this is a seriously upscale town, the husband ran a modest software...