Since his first wife vanished more than three decades ago, Robert Durst, the eccentric and estranged son of one of New York's most prominent real estate dynasties, has lived under the suspicious gaze of law enforcement officials in three states.

They have followed his path from New York City to Los Angeles, where one of his closest friends was found dead in her home in 2000. They have tracked him to Galveston, Texas, where he fled after investigators reopened the case of his wife's disappearance, and where he posed as a mute woman and shot and dismembered a neighbor in 2001.

Durst was acquitted in the Texas killing, and was never arrested in the disappearance of his wife or the death of his friend. But on Saturday, he found himself in custody once again, arrested on a charge of murder as he walked into a New Orleans hotel he had checked into under a false name.

On Sunday night, in the final moments of the final episode of a six-part HBO documentary about him, The Jinx: The Life and Deaths of Robert Durst, Durst seemed to veer toward a confession that could lift the shroud of mystery that surrounds the deaths of three people over the course of three decades.

"What the hell did I do?" Durst whispers to himself in an unguarded moment caught on a microphone he wore during filming. "Killed them all, of course."

In the years since his wife, Kathleen Durst, disappeared in 1982 after spending the weekend at the couple's country home in Westchester County, Robert Durst has bounced in and out of jail for other crimes, cut ties with his family, remarried, and sued his brother for a $65 million share of the family fortune. Through it all, he has maintained his innocence in the disappearance of his wife, while also denying any role in the 2000 death of the Los Angeles friend, Susan Berman.

His arrest on Saturday in a Marriott on Canal Street in New Orleans was in connection with Berman's death, though the Westchester authorities said they were still investigating him in his wife's case. Durst was walking toward an elevator and mumbling to himself when FBI agents intercepted him at the hotel, a law enforcement official briefed on the investigation said. He had checked in under the name Everett Ward, not the first time he had used an alias. Durst is believed to have left Houston in a Toyota Camry on March 10, headed for New Orleans. Investigators involved in the case said they feared that the renewed attention brought by The Jinx would lead him to try to flee the country. Durst will plead not guilty, said one of his lawyers, Dick DeGuerin, who helped win Durst's acquittal in Galveston in 2003 and who said he expected to head Durst's defense team in Los Angeles.

"The rumors that have been flying for years will now get tested in court," DeGuerin said.

As he watched the documentary Sunday night with the filmmakers, James McCormack, the brother of Kathleen Durst, said, "Closure is near at hand; I feel in my heart."

It was Robert Durst himself who may have set the latest twist in his bizarre saga in motion. Los Angeles prosecutors reopened their investigation into Berman's execution-style murder only after Durst agreed to a series of interviews with the producers of The Jinx, Andrew Jarecki and Marc Smerling.

"These two producers did what law enforcement in three states could not do in 30 years," said Jeanine Pirro, the former Westchester County district attorney, whose office investigated Kathleen Durst's disappearance for six years. "Kudos to them. They were meticulous. They were focused. They were clear."

The filmmakers spent nearly 10 years researching Robert Durst's story: his upbringing as the eldest son of a family that controls 11 major skyscrapers in New York; his marriage to Kathleen Durst, a medical student who lived in one of his family's buildings, and its unraveling; his estrangement from his family after his father chose his younger brother, Douglas Durst, to run the business in 1994.

"We are relieved and also grateful to everyone who assisted in the arrest of Robert Durst," Douglas Durst said in a statement on Sunday. "We hope he will finally be held accountable for all he has done."