The gun was left in the drawer.
Everyone knew it was there, but no one dared use it.
Each one of them died, one after the other, while the detective tried in vain to puzzle things out.
In the end, he died, too.
And the gun remained in the drawer.
No one knew where the puzzle came from, but now you couldn’t go out in public without seeing at least one person trying to solve it.
The first person who solved it committed suicide.
“Their brains are not evolved enough to encompass the 21-dimensional manifold of hyperspace,” concluded the aliens.