"Another Conspiracy Theory intrigued me because I could never disprove it. The theory seemed unlikely on its face: Ramzi Yousef or Khalid Sheik Muhammad had taught Terry Nichols how to blow up the Oklahoma Federal Building. The problem was that, upon investigation, we established that both Ramzi Yousef and Nichols had been in the city of Cebu on the same days. I had been to Cebu years earlier; it is on an island in the central Philippines. It was a town in which word could have spread that a local girl was bringing her American boy friend home and that the American hated the U.S. government.
"Yousef and Khalid Sheik Muhammad had gone there to help create an al Qaeda spinoff, a Philippine affiliate chapter, named after a hero of the Afghan war against the Soviets, Abu Sayaff. Could the al Qaeda explosives expert have been introduced to the angry American who proclaimed his hatred for the U.S. Government? We do not know, despite some FBI investigation. We do know that Nichols's bombs did not work before his Philippine stay and were deadly when he returned. We also know that Nichols continued to call Cebu long after his wife returned to the United States. The final coincidence is that several al Qaeda operatives had attended a radical Islamic conference a few years earliler in, of all places, Oklahoma City."
("Against All Enemies", p. 127)
It goes even deeper than just McVeigh and Yousef, from my files:
Ramzi Yousef (1993 WTC) and Terry Nichols crossed paths (OKC) in the Phillipines. Khalid Sheikh Mohammed (9/11) was Yousef's uncle. It is interesting to note that Yousef entered the United States on an Iraqi passport and had been known among the New York fundamentalists as "Rashid, the Iraqi". Another name that could be thrown into the mix is Abdul Rahman Yasin, a U.S. citizen who moved to Iraq in the 1960's and returned to the U.S. in 1992. After the 1993 WTC bombing, Yasin fled to Iraq and was given monthly salary and housing by Saddam Hussein's regime.