Police received a report of a gunman at about 10 p.m. at Martin's Super Market in Elkhart, a city in northern Indiana near the Michigan border. Responding officers arrived to find Shawn Walter Bair, 22, waving a gun at the store manager, who was kneeling on the ground.
Police said Bair was taunting the manager. As Bair turned toward the officers, the manager ran away, and Bair ran down a store aisle. Minutes later, officers found Bair handling his gun and fatally shot him. He had a 40-caliber semiautomatic handgun and hunting knife with him.
Elkhart residents Krystle Dikes, 20, and Rachelle Godfread, 44, were found dead inside the store. Dikes, a store employee, and Godfread, a shopper, were found about 12 aisles apart. Godfread had been shot multiple times.
Police said surveillance video shows Bair firing at another store employee. Bair missed and the woman escaped unharmed. Bair's attack lasted about three minutes, according to investigators.
Bair arrived at the store at about 9:30 p.m. wearing a heavy overcoat. A security guard, who happened to know Bair, became suspicious that he wasn't buying anything. Bair was a regular shopper at the store.
A motive for the shooting was not immediately known. Investigators were trying to determine if Bair had targeted his victims or was picking people at random. It was not immediately known if Bair had any relationship to the victims.
Bair had previously been arrested at a different Martin's store in Elkhart in January 2010 for theft, and was sentenced to serve six months plus probation for the $5.89 item. Records show he also had a prior drug-possession arrest.
ABC News and The Associated Press contributed to this report.