A pair of men working for Frobisher killed David while attempting to find evidence, Gregory's videotape, which David had hidden in the very Statue of Liberty bookend eventually used to kill him. It later ends up in evidence.
Near the end of the first season, you find out that one of the murderers is a corrupt police detective. In the second season, it is revealed that the other killer is also a police officer, and both murderers moonlight as contractors for a private security firm. 687