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Edgar decided the brains behind the Urschel kidnapping was Kelly’s wife Kathryn, who allegedly wrote the ransom letters. Only in 1970 did it emerge that the Bureau had suppressed its own handwriting expert’s report, which flatly exonerated Mrs Kelly. Denied that evidence, she served twenty-six years in prison.

‘When a woman does turn professional criminal,’ Edgar claimed, ‘she is a hundred times more vicious and dangerous than a man … acts with a cold brutality seldom found in a man.’ Edgar also told the New York Round Table, in all seriousness, that a female criminal ‘always has red hair … She either adopts a red wig or has her hair dyed red.’ Kathryn Kelly had worn such a wig, and Edgar stuck to the bizarre theory for years.2

Edgar began his fortieth year, 1934, still keeping up a constant correspondence with his protégé Melvin Purvis. The letters were increasingly intimate, with Edgar worrying whenever the younger man caught a cold. In one note, written around the time Clark Gable was shooting to stardom in It Happened One Night, Edgar teased Purvis about the way a newspaper had described him. ‘I don’t see how the movies could miss a “slender, blond-haired, brown-eyed” gentleman,’ he wrote. ‘All power to the Clark Gable of the service.’

It is hard to interpret the correspondence as anything other than a homosexual courtship, even though Purvis is not known to have had any such tendencies. Edgar’s oddest letter to him, a handwritten one dated April 3, 1934, was a bizarre mix of schoolboy humor and sexual innuendo:

Dear Melvin,

I received the True-Vue and films, bombs, magic trick and your sassy note. What did the True-Vue and films cost? I asked you to get them for me and I intend to pay for them. The films were both educational and uplifting but I thought they would include a series on ‘A Night in a Moorish Harem’ or was it a ‘Turkish Harem’? Nevertheless it was some night and I am still looking forward to you producing a set. Of course my interest is solely as a censor or as Chairman of the Moral Uplift Squad. The bombs are the best yet. I have already caused Miss Gandy to jump two feet and that is something considering the fact that she is now in the heavyweight class. The damned Magic Trick has me almost ‘nuts’ trying to figure out how it is done ... Well, son, keep a stiff upper lip and get Dillinger for me, and the world is yours.

Sincerely and affectionately,

Jayee

Exactly a month before Edgar wrote that letter, John Dillinger had become a Bureau target. He had recently emerged from jail, aged thirty, after serving a long sentence for an attempted holdup. Then, in the space of four months, he had organized a mass escape by former cellmates and, armed with machine guns and bulletproof vests stolen from a police station, begun ranging across the Midwest holding up bank after bank. Three policemen were killed in the process – though apparently not by Dillinger himself.

The bandit was in jail again in Indiana when he pulled his most brazen trick – one that made headlines around the world and put Dillinger on Edgar’s hit list. He talked his way out of jail waving a fake wooden gun, stole the sheriff’s car and hightailed it into neighboring Illinois. For the first time, by driving a stolen car across a state line, Dillinger had committed a federal offense – and became a prime target for Melvin Purvis.

Things went badly wrong in late April, when Purvis received a tip-off that the bandit was holed up at Little Bohemia, a lakeside resort in Wisconsin. Purvis called Edgar, agreed on a plan and rushed to Little Bohemia with a large posse of agents.

‘Nervous Purvis,’ as other agents called him behind his back, made a thorough mess of the operation. ‘The fever for action,’ he admitted later, ‘dissipated all other emotions …’ Purvis and his team blundered into the resort grounds and blazed away excitedly – at innocent customers leaving the restaurant. One man was killed and two wounded. Nearby, a member of Dillinger’s gang, Baby Face Nelson, killed one agent and wounded another. All the bandits