While some aspects of the investigation into the assassination of Dr. Martin Luther King Jr. remain unknown to the public - such as NSA’s tracking of James Earl Ray - others are unknowable simply because they were never properly investigated. The most egregious example is Loyd Jowers, who in 1993 confessed to participating in an alleged conspiracy to, with the U.S. government and the mafia, kill Dr. King, and was found culpable in court. While the Department of Justice denied the veracity of these claims, the FBI, however, never investigated the matter and have no files on the man.
https://www.muckrock.com/news/archives/2017/apr/04/fbi-mlk-jowers/