On July 25, Najibullah Zazi, a lanky man in his mid-twenties, walked into the Beauty Supply Warehouse in Aurora, Colorado, a suburb of Denver. The visit was captured on a store video camera. Wearing a baseball cap and pushing a shopping cart, Zazi appeared to be just another suburban guy.Of course, not many suburban guys buy six bottles of Clairoxide hair bleach, as Zazi did on this shopping trip--or return a month later to buy a dozen bottles of "Ms. K Liquid," a peroxide-based product. Aware that these were hardly the typical purchases of a heavily bearded, dark-haired young...