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http://www.google.com/search?hl=en&lr=&ie=UTF-8&q=Ayman+al-Zarqawi&btnG=Search
I remember when that was reported. I remember hearing that when they finally got into the place where he was hiding, they found an underground tunnel a mile long, leading to somewhere where escaped.
It is possible however, that he actually was captured and it was kept quiet for other reasons.