The Warren Report.
Too many people investigate backwards. They have a "feeling" someone did it and then try to prove it. Instead, they should understand what happened and work from there.
My problem with the report isn't so much the conclusion as some of the parts of the report. The leaps in logic for the single bullet theory to be believed, are incredible.
Do I think there was more to it than what we were toldd? I honestly don't know. From what I've seen of government investigations subsequent to that, I'm not comforted in the slightest.