Dads' Investigation Into Their Daughters' Disappearances

Two desperate, grieving fathers refused to give up on their missing girls.

A pair of dads desperate to find their daughters who disappeared several months apart in 2003 began their own investigation after they realized the same man was the last person to see the young women alive.

Because of their detective work, the FBI has now joined the case and the suspect the fathers have identified is being investigated in connection with the disappearances of at least four people.

More on the story Friday on "20/20" at 10 p.m. ET

Jennifer Marcum was 25 and the mother of a 4-year-old boy when she vanished Feb. 17, 2003. She was also a stripper who had befriended Scott Kimball, an ex-con who was working with the FBI as an informant.

Kaysi McLeod, 19, was "the type of person who could walk into a crowded room and people would notice her," her best friend, Tabetha Morton, says. McLeod was last seen Aug. 23, 2003. Her mother, Lori, was Kimball's girlfriend and Kimball was supposed to drive McLeod to work that day.

Kimball's ominous appearance in the suburbs of Denver and the trail of heartbreak he is suspected of perpetrating began in a jail cell. His cellmate was convicted drug dealer Steven Ennis, Jennifer Marcum's boyfriend.

According to an affidavit filed by the U.S Attorneys office, Kimball, 41, told jail officials that Ennis and Marcum were plotting to murder one of Ennis' associates. Kimball negotiated an early release to work as an FBI informant on the case, which the bureau has confirmed.

Once out of prison, he initiated a friendship with Marcum. He later met Kaysi McLeod while dating McLeod's her mother, the affidavit states.

The disappearances of Jennifer and Kaysi raised few questions among authorities. They both had difficult pasts. While Jennifer made her living as a stripper and dated a drug dealer, Kaysi, who left home a few times after she turned 18, had a history of drug abuse. Their disappearances languished as missing persons, troubled women who may have simply run away.

But Marcum's father, Bob, didn't give up. He posted billboards seeking information about his daughter and went on TV to publicize her disappearance.

While Bob Marcum appealed for help, the first connection to Kimball was made by Morton, who was sure her "always smiling" pal Kaysi McLeod hadn't run away.

"We were so close," Morton told ABC News. "For her not to call me even for a week or two was unusual, so in the bottom of my heart I knew something was wrong."

Morton startled McLeod's dad, Rob, with a phone call in 2005. She told him, "Scott [Kimball] went missing when Kaysi did." Kimball claimed to have gone camping in the mountains for several days on the day McLeod disappeared.

That call sent Rob McLeod on a search for more information about Kimball. In late June he ran across an article about Jennifer Marcum's disappearance and was stunned to read that she was last seen with Kimball. He picked up the phone to track down Marcum's family.

The initial meetings between the parents were awkward and had an element of disbelief. Bob Marcum met first with McLeod's mother, Lori, who was now married to Kimball. Nevertheless, Lori McLeod told Marcum everything she could remember that Kimball had said about Marcum's daughter Jennifer.

Marcum next met with Rob McLeod, who asked lots of questions. But one question he repeated in disbelief was, "Is this real? Is this really happening?"

The families drove to a variety of locations that could have had connections to their daughters' disappearances. By the end of the trip, Bob Marcum and Rob McLeod had become friends and had a bond for life.

While comparing notes, Marcum and McLeod realized that there was a third person who had gone missing, Kimball's uncle, Terry.

Terry Kimball had moved in with Lori McLeod and Scott Kimball. On Sept. 1, 2004, Lori came home and uncle Terry was gone. When she asked where he had gone, Kimball said his uncle had won the lottery and ran away with his girlfriend to Mexico. Terry Kimball hasn't been seen since.

The fathers agreed to go to the FBI. To convince the FBI to take their case seriously, McLeod brought a folder of photos of Kaysi as a young girl so the FBI would see her as his missing daughter rather than a missing drug-user.

"Always smiling ... it's hard to find pictures of Kaysi not beaming," he said.

Marcum loved his daughter just as much, describing Jennifer as "a kind individual who loved her son and read Bible stories to him" and decorated her home with pictures of angels to watch over him.

Within a few days of their meeting with the FBI, agents were on the case.

With the dads' prodding, a welter of confusing information has surfaced about Scott Kimball, his relationship with the FBI and a trail of missing people. Kimball's lawyer didn't respond to ABC News' requests for an interview.

An affidavit filed by the U.S. Attorneys Office detailed how Kimball got out of jail by promising to be a confidential informant and keep the feds posted on the alleged murder plot being hatched by Ennis and Jennifer Marcum.

After Marcum's car was found at Denver's airport, Kimball claimed that she bought a gun for $600 and headed to New York as part of the murder-for-hire plot, the affidavit alleges. There is no evidence, however, that Marcum ever got on a plane.

Kimball later changed his story and told authorities that Marcum had been killed by one of Ennis' associates, the affidavit says. Kimball told authorities that he had been asked by the associate to dig up Marcum's body and rebury her because he was afraid she could be identified by her breast implants and IUD.

During a bizarre confrontaton between Bob Marcum and Kimball, the suspect insisted that he knew where Jennifer's body was and wanted to give her a "good Christian burial." But Bob Marcum did not trust Kimball to show him the grave.

"I figured he was a killer, and I wasn't going anywhere with him. I figured I'd end up dead after the things that he said," Bob Marcum told ABC News.

Kimball has since been arrested and pleaded guilty to charges of being a felon in possession of a firearm. He will be sentenced in August.

But nothing else in this gruesome mystery has a happy ending.

Last month, Kaysi McLeod's family received the news they had dreaded most: Their daughter's remains had been found in the mountains of northern Colorado. A hunter had come across them in a remote area. DNA testing confirmed the remains were Kaysi's.

The Marcums still don't know where Jennifer is, although they are reminded of her every day. They have the angel photos she left behind at their own home, and they are hoping that some day her body will be found.

Scott Kimball's uncleTerry is now listed by the FBI as a "Missing and Endangered Person."

Meanwhile, FBI officials have phototographs of three other missing women who they say may have connections to Kimball.

"I just don't think that many people vanish without a trace in one person's life," Rob McLeod says. "Everybody is separate, and the only thing they all have in common is Scott."