The other night I ended up re-watching the movie Hot Fuzz. Now, I've always liked the movie. It's funny, has good action, is put together well, and everyone really did a good job on bringing the movie together. There is also plenty of great material in the movie for running a slightly quirky, somewhat humorous, doesn't take itself too serious murder mystery game. However, that isn't the biggest thing that Hot Fuzz brings to the gaming ideas table. Now, there are spoilers for the movie beyond this, so only read further if you've seen, or don't care about, the ending of Hot Fuzz.
So, for those a bit foggy here is a quick recap. The main character of Hot Fuzz is sent to a quiet, rustic town because his superiors think he is outshining the department too much (hello Political promotion!). There, he uncovers a disturbing truth, the village has a ridiculously high level of fatal accidents, but next to no crime. The reason? Someone in the village is killing people, making it look like accidents, and the towns folk are so happy with how things are that they have trouble seeing the obvious truth of the matter.
Now, here is where Hot Fuzz shows us something about running a mystery story. There are two trails of evidence that can lead you to the right answer. In the movie there is the humorous 'true' reason, and there is the more reasonable reason that the main character follows. Collecting evidence, he finds a connection between all the victims that leads to one of the leaders in the village. It is only when he goes to confront the killer on the matter that he finds out the truth of what is going on.
As a viewer though, if you go back through the movie you can actually see the signs that point to the real reason of what is going on. They're scattered here and there, but they really pop out when you see how they're supposed to work together. But the point is, there are two realistic threads to bring the main character to that end goal, which is something you want to be aware of as a GM. The path the players take may not be the one you originally laid out, or what is going on, but if you handle things right it can still get them to the same end point. Where, of course, they can find out what was really going on before the epic conclusion.