On April 20, 1999, the nation’s attention was fixed on a shooting massacre that occurred at Columbine High School near Littleton, Colorado, killing 12 students and one teacher. That same day, in the small southern Minnesota town of Waseca, another horror was unfolding: Jayme Larson, 16, returned home from school to find the body of her 12-year-old sister, Cally Jo, stabbed, sexually assaulted and left hanging in the stairwell of their bungalow. It took police nearly a year to find the man who would be convicted. He turned out to be Lorenzo Bahena Sanchez, a Mexican citizen in the United...