A young woman obsessed with the Columbine school shooting who set off a police search after traveling to Colorado and buying a gun just days before the attack’s 20th anniversary was found dead of a self-inflicted gunshot wound, officials said.

The body of Sol Pais, 18 years old, who had traveled to the Denver area on Monday from South Florida and immediately bought a shotgun and ammunition, was found Wednesday near Mount Evans, about 60 miles west of Denver, the Federal Bureau of Investigation said.

Hundreds...