Matthew McConaughey (Adam) pretended to be the other brother Fenton, who is the real serial killer, and kills the FBI agent because he's next on the list (he killed his mom). Adam and Fenton's father (Bill Paxton) is NOT crazy... they really ARE on a holy assignment. Adam killed Fenton once he was on his list. Adam's visit to the FBI headquarters is erased from the memory of those who saw him go into the HQ and the security camera tape. The FBI follows the trail of evidence and thinks that Fenton is the killer. They go to Adam's town, don't remember that he visited the headquarters and we see that Adam is the town sheriff and his wife is pregnant.