The shot rang out in a busy Stockholm street in February 1986, fired at close range. Less than an hour later, the Swedish Prime Minister was declared dead.
But 37 years and multiple investigations later, including a decade-long investigation by famed crime writer Stieg Larsson, no one has ever been brought to justice for Olof Palme’s murder.
Now, a new four-part series from Sky Documentaries explores the unsolved assassination sometimes known as ‘the shooting of JFK in Europe’, and the world of spies and intrigue that swirl around it.
Jan Stocklassa is a former Swedish Foreign Ministry diplomat who has spent the past 10 years investigating Palme’s murder.
He was researching for a book when he came across a wealth of material compiled by Larsson, the author of The Girl With The Dragon Tattoo, who had quietly spent years trying to find the killer before he died in 2004.
“The murder of Olof Palme has been on people’s minds for 37 years,” Mr Stocklassa told Sky News.
“It’s still there, and it’s kind of a wound that starts to heal and then tears again.”
The assassination came at a time when, as head of SwedenPalme walked a dangerous tightrope between the two superpowers: the United States and the Soviet Union.
The USSR was considering expansion – something America and the West were desperate to steer away from Sweden because of its geographical and strategic importance.
Controversially, Palme sought to maintain Sweden as a neutral, non-aligned country and, above all, a country that was not part of NATO.
It was therefore at a delicate time for Sweden that Palme was assassinated, perhaps changing the course of his country’s history.
“The political situation has changed a lot and I don’t think we realized that at the time,” Stocklassa said. “Sweden was trying to create this third possibility between the Soviet Union and the United States and to help all small nations to be able to manage their own destiny.
“And that shot in Olof Palme’s back changed that immediately.”
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Mr. Stocklassa’s investigations into Palme’s murder have seen him enter a world of dark intrigue and even come face to face with former spies. How was it?
“Scary,” he said. “I went to Cyprus to meet this Swedish spy living in northern Cyprus because he wanted to avoid extradition.”
Mr Stocklassa says he used a false name to meet the spy and did not know who to trust, even the police.
But he said entering the ghost world is a “rush” that you can be “drawn or addicted to”.
After a decade of research, Mr Stocklassa says the murder is still unsolved – but he says he relied on Larsson’s work and has a theory.
“I’m not saying who I think actually pulled the trigger, I have a theory on that,” he says.
“But more importantly, you can see the real forces behind this, with the South Africans using a Swedish middleman and using Swedish right-handers as aides and possible scapegoats or patsies.
“It’s the theory that Stieg (Larsson) believed in, and that I strongly believe in. I’m even convinced of it.”
The Man Who Played With Fire returns for the second episode on Sunday May 21 on Sky Documentaries and Now. The first episode is available for catch-up viewing.