Transcript for Scott Peterson says his wife Laci went missing on Christmas Eve
??? Modesto is a small city made famous by George Lucas in "American graffiti." It had that kind of feel to it where a lot of people know each other. You see people waving at each other and greeting each other. It's a nice little slice of America. It's only about an hour away from the San Francisco bay area, but it feels more like a small town in maybe Oklahoma or Kansas. It's rural, there's a lot of farming. In horror movies the settings are usually quite ordinary. And this is what scares people in the darkest part of their mind, things that look ordinary and safe may not be. And, the worst monster in the world might be this handsome guy I married who's treated me well. And that kinda horror really gets people in their soul, because they wanna trust what they see. They wanna trust, like, the conformity of their life. And so -- to have the worst horror come outta that really, really scares the hell outta people on a very deep, primal level. Laci Peterson was last seen walking her dog about 10:30 on Christmas eve morning. After that, she simply disappeared. We started an investigation on the 24th, about 5:47 P.M. That's when I heard about it. I didn't know nothing about it until I was having my Christmas eve dinner, when I got the call, and then I drove down. That night on Christmas eve I'm just doing my job. I am not thinking he did something sinister to his wife. I'm just collecting the facts. The first person you focus at in a homicide investigation is the person closest to the victim and the last person to see the victim. And of course, boom, boom, we got both of those with Scott. He claims that he woke up in the morning and he and Laci had breakfast together. They watched "The Martha Stewart show" on television. They were together, she ate cereal. Scott Peterson says that Laci went to walk their dog, Mckinsey. He thought maybe he was going to play golf, but because it was rainy and cold, he decided not to play golf, but to go fishing. 90 miles away on Christmas eve day, just hours before they're due at her mother's house for a dinner. Remember, this is December 24. Christmas is the next day. They're gonna all have a family dinner that night. Scott finished fishing that day at some point in the afternoon and made a phone call to Laci. Hey, beautiful. I won't be able to get to villa farms to get that basket for papa. I was hoping you would get this message and go on out there. I'll see you in a bit sweetie, love Ya. Bye. Scott's telling me when I interview him, I went fishing and I tried to call my wife three times. I called her cell phone. I called her house, and I'm driving home from Berkeley and she ain't answering so I'm thinking something's up. Then I get home, her car is in the driveway. Then I open the back gate and my dog is running around in the backyard with his leash on. He says, my back door is unlocked. That's not Normal. So, he's really nervous about all this. Scott Peterson says he came back home from his fishing trip, minus the fish, and comes in, "Laci!" No Laci. So what does he do? Well, he goes over to the washing machine, he takes all the clothes out, he takes all his clothes off, and washes them. Then he gets some pizza out, he drinks some milk and eats some pizza. He goes and takes a shower and then he calls Sharon and says "Laci's missing." I learned Laci was missing when Scott called that evening and asked if she was at our hoe. And of course I said no. She's not here. And immediately he came back with saying she's missing. Well, where do you draw that conclusion? Laci might not be at the house, but that doesn't mean she's missing. Could she be at Stacey's house? Could she be at the store? I remember feeling that, just a little agitated about that word, the word that he used, missing. It's like how can you be missing, she's not missing. And I asked if he called her friends, called me back again. Nobody had seen her. Well, that was it. I told Ron to call the police and I was going over to the park. Your pregnant wife is missing, and Sharon is a mess. Ron is a mess. The neighbors are all a mess, and Scott is cool as a cucumber. I remember running around in the park and yelling her name, and there's nothing worse than lifting up a trash can looking for your child, to see if her body is in a trash can, but I remember doing that. When it's happening to somebody else you think that's a horrible thing to happen to those people. And you think that you can imagine how they feel. You don't. You have no idea what it's like. I mean everything, from that minute on, your life is completely changed. She didn't turn up at the park where she would have walked the dog. She was not in the neighborhood. Her body was nowhere. She was nowhere. There was no evidence of a struggle. The exterior of the house was secure, no evidence of tampering or forced entry. There was no ransom note. There was no evidence of a sex attack. There was no burglary. There was no robbery. There was no carjacking. We didn't find any fingerprints that were present in the house that didn't belong there. There was nothing that was missing from the house, TV was still there, all the Normal things that burglars will take quickly so that they can get out of there. So, what scenario does that leave? An unknown assailant grabs her in a park where there are other people and spirits her away? Typically, that is not how an unknown assailant murder occurs. The murder goes down, the body's left on the scene, and bam, the killer's gone. Okay? So, of course, the police start looking at him. I suspected Scott when I first met him. Didn't mean he did it, but I was a little bit thrown off by his calm, cool demeanor. On Christmas eve he was cooperative. In my mind, I'm not even thinking he did it yet, but I am documenting all this stuff. When we get to his shop to look at his boat Scott tells me, "I have no power in the shop," meaning there's no lights. This shop is in a strip mall and it's the middle of the night. There ain't nobody there it's just us and so I'm not even thinking that's suspicious. I just, okay, there's no power. Do you mind opening the door? I'll put my headlights in, I want to look at the boat. So I put my headlights in, I take four or five pictures, you know, of the boat and then later I called mid and I, and I talked to the supervisor to find out when the power was out for that area and he said, "The power is never out in that area." When people lie, from my experience, day kind of memorize their lies. So if you question them in the middle they might, you know, may remember it in a linear fashion. They a may not remember the order of things. The truth is easy to remember. You can tell the story backwards and forward, whatever, when you're telling the truth. When you're telling lies you got to stay on top of it. Right from the beginning, Scott Peterson was giving different stories. So you just -- when you got in your boat and you took off. Did you go very far, or? Well, I mean, probably a couple miles, I went north, found a -- like a little island. I remember, a big sign that said no landing, it was like some broken piers around it and I just assumed that the decent, you know, shallow area. You get all this information from psychics or the people, you know, where they saw her or they think they saw her. And for some reason, there's always water involved and when you go over to the bay area and you're looking at the water you think, there is a lot of water in this state. I remember driving one evening, looking up at the stars thinking, "This is a big, big world, where could she be?"
This transcript has been automatically generated and may not be 100% accurate.