On Friday, the day before Faisal Shahzad left a smoking car packed with explosives in the heart of New York City's Times Square, he reportedly drove through the city staking out possible locations for a bombing, a law enforcement source tells CNN. Shahzad left an Isuzu SUV parked a few blocks from Times Square and took the train home to Connecticut, according to the source. On Saturday, he intended to use the Isuzu as an escape vehicle. But Shahzad left the keys to the Isuzu in the Pathfinder SUV he'd loaded with explosives and parked in Times Square. Looking for a way out of New York, Shahzad then took the Metro North train back to Connecticut. Associates and relatives of Shahzad have been detained in Pakistan.