The two men accused of beheading British soldier Lee Rigby were previously the target of an investigation in London, a British official said Thursday. Speaking on condition of anonymity, he said no further details about the previous questioning can be released—offering only that it was an investigation into their "possible terror links." The suspects were shot and captured Wednesday by police after allegedly decapitating a defenseless soldier. Shortly before police arrived, an eerie cell-phone video recording shows the two bloodied men bragging about the killing, while holding knives and a meat cleaver. As the investigation continued Thursday, British Prime Minister David Cameron denounced the “betrayal of Islam.”