This is a rush transcript from "On the Record," May 18, 2009. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, FOX NEWS HOST: Four young Americans murdered in Mexico, tied up, beaten, strangled and stabbed. What were the Americans doing south of the border, and why were they murdered? Joining us live is Elliot Spagat, San Diego correspondent for the Associated Press. Elliot, I know the FBI has now gotten into this investigation, but what can you tell me about the murder of these four?

ELLIOT SPAGAT, ASSOCIATED PRESS: Well, there's -- there's, unfortunately, more questions than answers. They were four young Americans from the San Diego area who went down to Tijuana to party. A missing persons report was filed with the Chula Vista Police Department, a San Diego-area police department, on Friday night. And the four bodies were found, as you mentioned, stabbed, strangled, and beaten inside a 1995 Aerostar van in eastern Tijuana. These are the -- this is sort of the hallmarks of some of the brutal slayings that have occurred in Tijuana over the last couple years.

You know, what would be unusual -- it's unclear what their backgrounds, why they were there, where they were before their bodies were found. A number of different sort of conflicting statements have been made. But the question is what -- you know, whether they were linked in any way to the drug trade, as some of the Mexican authorities have implied and said. But we really can't confirm that yet.

VAN SUSTEREN: All right, when they left, I understand, two of them, though, said that they were going to go party and have a good time, so it's -- I mean, that might mitigate against the suggestion that they were part of the drug trade, right, maybe?

SPAGAT: Yes, I mean, they weren't the typical...

VAN SUSTEREN: Not certain, but maybe?

SPAGAT: Yes. Right. They weren't the typical tourists that, you know, comes from the Midwest or out east that spends a week in southern California and goes down to Tijuana to go down the main tourist drag and maybe have a meal or buy some souvenirs. These were -- these were kids. I say "kids" because they were about I think late 19 -- 19, 20, 21 years old, who spent a lot of time in Tijuana.

One of the fathers said she -- her daughter -- his daughter was born in Tijuana and used to go down there a lot to party. So they were -- they were comfortable in Tijuana, and that's the case. Chula Vista is a city with -- with a lot of Mexican-Americans, many of whom have escaped the violence, some of whom just have a lot of family ties and friends in Mexico and move back and forth across the border quite frequently. So they weren't the typical tourists, but you know, they could have just been there too have a good time and have fun. I don't know yet. There's no -- it hasn't -- it's not clear.

VAN SUSTEREN: In terms of that, I mean, the death is quite gruesome. Is that in any way a signature of drug violence or cartel? And is there anything to suggest that this maybe a robbery, and I hate to use the expression "went bad," but I mean, that this was initially a robbery, or does it look like this is part of the Mexican drug cartel violence?

SPAGAT: I'd say it's part of the Mexican drug cartel violence. In the last several years, the violence has gotten, you know, increasingly brutal. Whereas maybe, maybe they would, you know, dump a body in the desert somewhere, now it's people getting beheaded, bodies dissolved in vats of acid. That happened a while back. But very public displays of violence. So this had all the hallmarks of cartel violence. But maybe they were -- who knows? You know, maybe they were just in the wrong place at the wrong time. Maybe they were with someone who was involved. I mean, these are all -- these are all -- you know, this is all speculation, but it does have the hallmarks of drug war violence.

VAN SUSTEREN: And now our FBI has gotten into it, although the murder occurred in Mexico, right?

SPAGAT: Yes, the Mexican authorities are taking the lead on a Mexican -- the State Department and FBI has some role in it. But the Mexican state Baja California state attorney general has taken the lead on it. It took them a while to announce it. It took them four days after this -- this deaths occurred -- the bodies were found on Saturday, May 9, and we didn't learn -- there wasn't a press release until the following Wednesday.

You know, there's a lot of questions. They said that -- they've said that one of the -- one of the girls -- one of the women was found -- cocaine was found in her blood. U.S. authorities have confirmed that one of the men was arrested but not prosecuted or charged with smuggling illegal immigrants across the border in January 2008.

The state -- Mexican state authorities say that one of the women, the woman who tested positive for cocaine, had received a threatening letter from a woman in jail, in a prison in California, saying that someone was going to die with cocaine stuffed up their nose. I don't know what to make of it. I mean...


VAN SUSTEREN: As you said, there are a lot of questions. Indeed, there are. Elliot, thank you.

SPAGAT: Thank you.

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