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WATCH: Confessed American Terrorist's Mumbai-Style Attack Plans for Denmark

As part of an ongoing investigation, a team from PBS’s Frontline and ProPublica traveled to Copenhagen to investigate the reconnaissance mission that David Coleman Headley, an American who has confessed to helping plan the 2008 terrorist attacks in Mumbai, undertook in early 2009. Tracing Headley's path, the team ended at King's Square, the heart of Copenhagen, where Jyllands-Posten, a Danish newspaper that had raised the ire of Muslim militants by posting cartoons of the Prophet Muhammad, was based at the time of Headley's mission.

Headley told a Chicago court on Tuesday that he plotted an attack similar to Mumbai against the paper, with the support of a Pakistani terror group and the country's intelligence agency, the ISI.

Read ProPublica’s ongoing coverage of the trial, and follow the Denmark investigation on Frontline’s website. The documentary on David Coleman Headley is scheduled to air on Frontline in the fall of 2011.

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