Police later discovered that Jackson had brought the same bag into a saloon called Wallingford's a couple of days earlier. That was Saturday, the day after Pearl had been decapitated. "I noticed that he set [the bag] down rather heavily, and I asked him what was in it," David Wallingford, the bar's owner, testified. "He said: 'Oh, some underclothes', and we both laughed." Deitsch asked if Jackson had been his usual merry self that night. "No, he was rather depressed," Wallingford replied. "He said his head hurt him devilish bad, and he looked worried."
Jackson picked up the bag again and left Wallingford's. He walked three blocks north to Legner's Tavern, at Ninth and Plum, just opposite his rented room. John Legner, who ran the joint, told police that Jackson had been a regular drinker there, and that he'd come in between 7:00 and 8:00 o'clock on that same Saturday evening. "He opened the door, and asked if he could have permission to leave a satchel there," Legner testified. "I told him certainly he could. He set the satchel down close to the ice chest, left it there, and went away. The satchel remained there until Sunday evening, about 10:00 o'clock, when he came in and took it away."
By the time Jackson collected the bag, Legner too had noticed it seemed oddly-weighted, so he jokingly asked Jackson if there was a bowling ball inside. Jackson did not answer, but simply took the bag and left. "On the following Monday, he came and brought it [back], and set it down in the same place," Legner continued. "It remained there until 10:00 o'clock - or a little bit earlier - then he came and took it away again." Legner was shown the bag Kugel had produced, and confirmed it was the same one. His young daughter Dot added that the bag had seemed much lighter than before when Jackson left it at Legner's for the second time.
Legner seems to be an hour or two out in estimating the time Jackson collected the bag on Monday night - it was probably about 8:00pm rather than 10:00pm - but otherwise that's a remarkably consistent account. Jackson was seen with the full bag at Wallingford's around 7:00pm on Saturday, February 1, the day Pearl's body was found. He took it from there to Legner's, and left it at Legner's around 8:00pm on Saturday. At that point it was still full. He collected it from Legner's at about 10:00pm on Sunday, and returned the empty bag to Legner's at some point on Monday. He picked it up again from Legner's on Monday evening, took it to Kugel's and left it there at about 8:00pm, intending to collect it again in the next couple of days. In fact, he never got the chance to do so, because Deitsch arrested him first.
Deitsch had Jackson brought up to the mayor's office again. "Do you remember leaving a valise in Legner's saloon last Saturday night?" he asked.
"I do," Jackson replied.
"Why did you leave the valise at the saloon?"
"I was just going as far as the corner, and I didn't want to carry it."
"Did you take it away the same day?"
"Yes, I think I did."
"What was in it?"
"Nothing."
"How far was it from your room?"
"Just across the street."
"You say there was nothing in the valise?"
"I don't think there was."
"Where did you get it?"
"I bought it in Indianapolis."
"Where is it now?"
"I loaned it to a student by the name of Hackelman."
"What did he want with it?"
"I didn't ask him. I took it to him at the college."
"What kind of valise was it?"
"Tan-coloured."
"Strap or handbag?"
"Handbag."
This was a masterful performance by Jackson, telling the truth whenever he could see Deitsch must already know it, but leaving himself a little wriggle room on any claims that might later be disproved. Deitsch had an ace up his sleeve, however. He produced the bag Kugel had handed in, set it on the floor next to Jackson's chair and told him to pick it up. Jackson did so, calmly laying the bag in his lap. "Open it," Deitsch ordered, and once again Jackson obeyed.
"What is in there?" Deitsch demanded.
"Nothing that I can see, except that it is stained."
"What is it stained with?"
"It looks like blood."
"Don't you know it is blood?"
Barclay's transcript of this interview seems to draw from an eye-witness report by one of the watching newsmen. "Jackson's face flushed and his eyes twitched," it says. "He pulled his moustache and ran his fingers through his hair. He was only a moment answering, but it appeared to be an hour to those who were waiting for a reply."
Finally, Jackson moistened his lips, and said: "I think it is blood, but I have not examined it carefully." Deitsch was relentless. "Well, then, examine it carefully", he said.
"Jackson picked up the valise and held it close to his face," Barclay reports. "He peered down into the blood-soaked bag, and his eyes rolled around his head." Putting his hand to his forehead, Jackson replied:
"Yes. That is blood."
"Isn't that the valise in which you carried the head?"
"I guess it is, but I did not carry it."
"Well, who did?"
"Walling."
Deitsch asked Jackson where the head was now, and he said he assumed it was in the Ohio River. The superintendent then called Kugel in, who confirmed that Jackson was the man who'd left the bag in his saloon earlier that week. That put paid to Jackson's lie that he'd last seen it with the mysterious Mr Hackelman.
"What did you leave it in Kugel's saloon for?" Deitsch asked.
"I wasn't going to leave it there. I was going to get it and do away with it."
"Why did you want to get rid of it?"
"Well, it was better out of the way."
"Why?"
"I wanted to shield myself of all those things."
"What were you so anxious to get rid of them for?"
"I just didn't want them about."
"What was in it first?"
"A lot of clothing and such things."
"Whose clothing was it?"
"Miss Bryan's I think. There was a skirt, a petticoat, some stockings and other things."
"Where are they now?"
"I guess they are in the river too."
When Deitsch pressed him further, Jackson said he'd taken some of Pearl's clothes to the Ohio River suspension bridge on Saturday night and thrown them in. His story now was that Wood had made Pearl pregnant, and asked Jackson for his help in solving this problem when Jackson visited Greencastle at New Year. Jackson said that Wood had asked him to perform an abortion on Pearl, but that he had refused to do so.
"Who do you think murdered the girl?" Deitsch asked.
"Alonzo Walling."
"And to shield who?"
"William Wood. [...] Wood wrote to me telling me of the trouble, and asking me to assist him out of it. I showed the letter to Walling, and he volunteered to undertake the job."