The Mexican Navy said its marines killed the leader of the country's most ruthless drug cartel in a gunfight, identifying him by his fingerprints. But in an embarrassing twist, a state prosecutor on Tuesday said gunmen later burst into a funeral home and stole the dead man's body.

The corpse's theft raised doubts that the cartel leader, Heriberto Lazcano, had been slain. A U.S. official said the U.S., which had a $5 million bounty on Mr. Lazcano, was checking DNA samples provided by Mexico to confirm his identity.

Mr....