Mystery Man climbed on top of structure to confirm Crooks’ de*th, told police to send photos to ATF.

NEW: Maria Bartiromo says a mystery man in a gray suit climbed on top of the structure where Crooks had shot from to apparently confirm Crooks’ de*th, told police to send the photos to the ATF.

"A guy in a gray suit walks up the ladder and goes up to the roof, and this guy in the gray suit didn't appear to have credentials."

"Everybody assumed he was the Secret Service. So he tells one of the local law enforcement send those pictures to this cell phone and he gives him a number to, and everybody assumes, oh, that must be Secret Service. It turns out it wasn't Secret Service."

Bartiromo later confirmed that the man said to send the photos to the ATF.

"Is it odd to you that the locals were being told to send the pictures to the ATF?!"