Dateline | November 09, 2012
>>> i lost my best friend . i lost my mentor. it didn't seem real. there's not a single person in this world that would ever want to hurt anna - lisa .
>> maybe. but someone killed her, and it didn't look random. no burglary gone wrong, she knew her killer.
>> who would possibly do this to your sister?
>> we had no idea.
>> how do you even comprehend that as a parent?
>> you can't. you can't.
>> reporter: what they really couldn't comprehend was that anna - lisa raymundo was anyone's victim. she wasn't just physically strong, she was smart and cautious, not an easy target. so hard to believe that only a month before she died, anna - lisa and her boyfriend, nelson, were together at her sister's wedding, and everyone wondered was he the one. now he was at stamford police headquarters fielding questions about his girlfriend's murder.
>> everything we tried to get from him, we had to pull from him.
>> reporter: nelson said he slept at anna - lisa 's the previous night, as he often did, and last saw her alive that morning when he left for work. he said he spent the rest of the day at the office.
>> one of our questions to him over several interviews, if he had any girl friends , anyone else he was seeing at the time he was seeing anna - lisa . he continually said no all the time.
>> do you think he was holding back on you during that first interview?
>> no question, no question.
>> when nelson sessler leaves that interview, was he still a suspect?
>> reporter: but friends were baffled, nelson, a murder suspect?
>> how could he do this? why would he do this? it didn't make sense.
>> reporter: police took a long, hard look into sessler's whereabouts the day of the murder.
>> we were able to obtain all his records from work, video of him at work. he left that morning in those clothes, came home in those clothes.
>> no blood on those clothes.
>> no blood, no marks. so we had him at work all day.
>> so he had an iron-clad alibi.
>> reporter: so nelson sessler wasn't the killer, but the police still wondered about him.
>> i didn't like him as the perpetrator in this, but i liked him for being right dead set in the center of this.
>> reporter: by now other suspects were surfacing and tips were coming in about one in particular. a sketchy guy who had been hanging around the docks.
>> he had been seen by one of the residents in the condominium complex who also had a boat out there.
>> reporter: his name was gary riley and he wasn't just seen the day of the murder, he was heard telling people things.
>> he had talked to many people, giving them information about the crime, which kept coming back to us.
>> and did you talk to gary riley ?
>> several times.
>> and what did he tell you?
>> he would deny what he told other people.
>> reporter: police dismissed riley as a big talker and a stranger to anna - lisa , not a likely suspect. and remember the 911 caller? clearly she knew something.
>> yes, hello. a guy is -- attacked my neighbor.
>> reporter: the call had come from a pay phone just down the street from anna - lisa 's house.
>> you think someone attacked your neighbor?
>> yes. i heard yelling. i heard yelling.
>> reporter: the woman calling didn't give her name and abruptly hung up.
>> reporter: police checked with anna - lisa 's neighbors. no one could identify the caller. another dead end .
>> was there a time when you thought this case may never be solved?
>> oh, definitely. i felt like the police had no idea, no direction. it was just a mystery.
>> so you've got suspicions about nelson sessler. you've got a 911 call. you've got a lot of blood and evidence from the crime scene , but no primary suspect? how long did this case stay that way?
>> i'd say about five months.
>> a long five months.
>> reporter: and then on march 23rd , 2003 , just across the connecticut state line here in westchester county , new york, another stabbing would change the course of the anna - lisa investigation. a woman brought her husband here to the westchester medical center . he had been stabbed in the chest. and this couple's story was so flat-out weird, veteran police detectives are still talking about it.
>> she originally tells me that, you know, paul had came home from work and he was injured.
>> reporter: allison said while the husband, paul, was being taken to the e.r., she spoke with his wife, a woman named sheila davalloo .
>> i sat down with her, she was polite, cooperative.
>> he was like can you look at it? and i get nauseous. i couldn't look at it.
>> reporter: but this case was about to take a hairpin turn, because the gravely injured husband was conscious and telling a very different story. he said he was injured while he and his wife were playing some sort of game at home.
>> what do you think about it?
>> we were just playing a game.
>> reporter: clearly something went wrong and police were about to learn that this game, this injured man and his wife would have a curious connection to the life and death of anna - lisa raymundo.
>>> coming up, exactly what kind of game was this couple playing?
>> now, i'm not passing judgment. but when a game involves a blind fold and handcuffs --
>> you want to think it's got to be sexual.
>> when "dateline" continues. the number