Not long ago, Faisal Shahzad had a pretty enviable life: He became an American citizen after emigrating from Pakistan, where he came from a wealthy family. He earned an MBA. He had a well-educated wife and two kids and owned a house in a middle-class Connecticut suburb. In the past couple of years, though, his life seemed to unravel: He left a job at a global marketing firm he'd held for three years, lost his home to foreclosure and moved into an apartment in an impoverished neighborhood in Bridgeport. And last weekend, authorities say, he drove an SUV loaded with...