Anthrax 2001: A reader in the Comments points out one of the key events in recent history -- the anthrax poisonings right after 2001 that helped stampede the national elite into the Iraq War -- remain unsolved and nobody much cares.
Huey Long - He was a controversial governor and senator with plans for running for President against FDR on a populist platform before being gunned down in 1935 by a doctor (or perhaps by one of his own security guards trying to shoot the doctor who was brandishing a gun at Long) for reasons that still remain murky. Nobody cares.
Martin Luther King - After being arrested in London for the murder of MLK, career criminal James Earl Ray plea-bargained his way out of trial, accepting life in prison, where he eventually died. He eventually tried to recant his plea, spinning various theories about a man named Raoul (Duke?), although admitting to have at least some involvement. Ray certainly shot King, but did Ray act completely alone? Was there any offer of money from someone? Who knows? I would imagine there remains active interest in the black community in this case, but the mainstream media is totally apathetic after a flurry of stories in the 1990s.
Watergate - All along, it looked like the FBI and/or CIA was more heavily involved in the end of the Nixon presidency than in the end of the Kennedy presidency, but nobody cared. J. Edgar Hoover's left hand man, Mark Felt, eventually came forward as Deep Throat, but nobody bought Bob Woodward's book about it.
Pym Fortuyn - The Dutch immigration restrictionist politician was murdered by environmental lawyer Volkert van der Graaf in 2002, the day after Chirac defeated Le Pen in the runoff for the French presidency, the climax of a "two-week hate" in which all right-thinking people in Europe virulently denounced anti-immigrationism. The initial general opinion of Europe's great and good was that Fortuyn had it coming. The consensus later changed to blaming it all on the gunman being one of those animal rights crazies, and that it didn't actually have anything to do with immigration, a position that was debunked by the killer himself in court testimony. Outside of Holland, Fortuyn has largely been forgotten, with Americans more familiar with the subsequent murder of a less important figure, Theo van Gogh by a radical Muslim. Did anybody encourage Fortuyn's killer -- I mean, besides the entire political elite of Europe?