Transcript for Versace's murderer Andrew Cunanan kills his first two victims
Every time a serial killer gets away with murdering someone, they feel more and more invincible and godlike. "I can kill anyone." Was he born twisted? Was he made twisted? Crimes of anger, crimes of jealousy, crimes by a sociopath. Andrew Cunanan allegedly began a killing spree. He's eluded police every step of the way. The hope now is he'll slip up. In "America's most wanted," we're saying he's killed twice in a very short period of time, and usually serial killers will escalate once they've crossed that horrible no-man's land and they start to go on the rampage. They escalate. It's almost like the blood lust of a shark. Now he hits Chicago. We're here in Chicago to take on a crime that shocked this city. He was no longer Andrew Cunanan the gigolo, he was Andrew Cunanan the spree killer. So who does he run into somewhere in Chicago, is Lee miglin, 72-year-old, older man with a family, with children. Police found the body of real estate developer Lee miglin in the garage. We're treating this case as a homicide, and the investigation is under way. Initially, it was a murder story of someone notable in Chicago. But there had to be more to this story than a random street robbery. And as it turns out, we quickly realized that it was much more than that. He'd been beaten and stabbed with several different weapons. He had been stabbed multiple times in the chest, and all of his ribs were broken, his head was wrapped with masking tape repeatedly. There was some message in this madness. It was either very personal or it was intended to say something to somebody, "I am a force to be reckoned with." Cunanan had talked about liking to wear a latex mask with only the nostrils open. It was a little interesting that Lee miglin's body was found with his head wrapped in plastic and paper with only two holes for the nostrils. I think when Andrew killed Lee miglin he was acting out a sexual fantasy. He didn't have to do what he did, tie him up the way he did, render him helpless. When a sadist renders their victim helpless, it enhances the experience for them. It's arousing for them. Domination and control is what it's all about. It indicated to them that it was unlikely that this was sort of a random act. The FBI says miglin and Cunanan, quote, "May have met," unquote, but that there's no known connection. I have no evidence, never found any evidence that he ever knew Lee miglin even though there were a lot of reports. There's been some suggestion that this might have been a random crime. I'm going to take a leap here and say, there was some sort of relationship. Could have been sexual, could have been something else, but there's something that's deep-seated in Andrew to go and kill Lee. It's just on and on and on in terms of what he does to him and that's not something that, that a stranger would do. He ransacked the house, took miglin's precious and prized coin collection, got in miglin's car and took off. When he's on the run and making multiple phone calls from Lee miglin's Lexus, the cops are beginning to track him because it's pinging off of cell towers. They had triangulated the cell phone that was on the miglin car he was driving. They kad tracked him as far as Philadelphia, and it got leaked to the press. Chicago police determined that somebody, they presume Andrew Cunanan, has used the car phone in the Lexus twice in the past 24 hours in Philadelphia. Unfortunately he heard it on the news radio that we were tracking a cell phone. Andrew Cunanan heard that radio transmission and ripped the phone out of the car, which then meant they lost their ability to track. So he's got to dump the car. The car is the clue that ties him to Lee miglin's murder. Just before sundown, Cunanan apparently spotted the entrance to this remote federal cemetery and drove down a one-lane road, where he encountered 45-year-old grave digger William Reese. Bill Reese was reading his bible and listening to Christian music on the radio before Cunanan showed up. Andrew Cunanan pulls into a very deserted historical cemetery. Because it's a historical cemetery you don't see families in there putting flowers down for grandpa. Cunanan confronted Mr. Reese up here in the parking lot of the federal cemetery, then forced him down the stairs into the basement. Finds the caretaker, brutally murders him, and takes his red truck. Because the media wanted a scoop, they had an exclusive, it took another life. We had a killer who had killed four people in 12 days, in three different states. Now he's got a new vehicle. He's on his way south. They might have got Cunanan in Lee miglin's car, pulled him over with those gold coins in there. It was a lost, missed opportunity to catch this spree killer, and god knows what he was going to do next.
This transcript has been automatically generated and may not be 100% accurate.