On November 15, 1984, Judy McKnight, 38, and her husband Thomas Cotton McKnight were found shot to death in the kitchen of their home on the Upper McKnight Ranch in Picacho, Lincoln County, New Mexico. The couple had last been seen alive on November 13. Investigators described the killings as execution-style: Cotton was shot in the chest and head, Judy was shot in the back, and each received an additional shot after they were on the floor. Scene details suggested there was no forced entry and that the victims likely knew whoever came into their home; evidence also indicated Judy may have been kneeling and holding her husband’s head after his initial wound before she was shot.

The Lincoln County Sheriff’s Department and New Mexico State Police led the initial probe. An investigative grand jury convened by the Twelfth Judicial District Attorney in August 1985 made no indictments and recommended the investigation continue; the New Mexico Attorney General’s Office and State Police assumed the inquiry the next month. Over the years several people have been named as suspects or persons of interest, including Phil Baiers, Anthony Fabry, Joe McKnight, Donald Poncho McKnight, and sheriff candidate Charlie Cox, but no arrests have been made and the case went cold.