Just prior to 9-11, someone (or group of people) bought large amounts of put options on various airline stocks. Put options gain in value when a stock goes down. The airline stocks went down after 9-11.
My source is an employee at the CBOE, who told me that, just days after the 9-11 attack , government officials (or at least individuals purporting to be from the government) met with the president of the CBOE and told him to stop the investigation into who purchased the options. The records were destroyed, according to my source.