When they were finished, it looked as though the Greenwood Village, Colo., police had blasted rockets through the house. Projectiles were still lodged in the walls. Glass and wooden paneling crumbled on the ground below the gaping holes, and inside, the family’s belongings and furniture appeared thrashed in a heap of insulation and drywall. Leo Lech, who rented the home to his son, thought it looked like al-Qaeda leader Osama bin Laden’s compound after the raid that killed him. But now it was just a neighborhood crime scene, the suburban home where an armed Walmart shoplifting suspect randomly barricaded himself...