On a balmy July morning in Rome a visiting Soviet "diplomat" took a stroll with some of his colleagues near the Vatican. "I'll join you later at the embassy," he told his companions. "I want to visit the Vatican museums." Vitaly Yurchenko walked off on his own. That, apparently, was the last the Soviets ever saw of him. Shortly after Yurchenko vanished, the embassy asked Italian authorities to investigate the disappearance. "We looked everywhere," said an Italian Foreign Ministry spokesman. "In hospitals, morgues, insane asylums, hotels, camping grounds--nothing."
In fact, Italian intelligence officials knew what had happened: Yurchenko, 50, one of...