The whole thing was a set up. The woman of the couple was actually the Director's wife, and her "boyfriend" is actually the lover. It wasn't the couple that was murdered - it was the Director himself. They brutally murdered him in the hotel and disguised the event as a car crash. Harry finds out about it right after he notices the young woman, whom he heard screaming from her hotel room, inside a black limo. As Harry returns home, he receives a phone call in which he's told that his house is wired, And all of his actions are heard. "We know you know, Mr Caul." says the caller, "For your own sake, don't get involved any further." Upon hearing the horrifying news, Harry tears down his house in search for recorders, but is unable to find them. Within the ruins of his house, Harry plays the saxophone as the credits roll.