On New Year’s Day, police heard gunshots in downtown Albuquerque and spotted 18-year-old Peyton Reagan running from the scene with an AR-15. A 25-year-old man, Alexander Wilson, had been fatally shot. But investigators soon discovered something unexpected about the rifle. The weapon was connected to a department-issued AR-15 belonging to Bernalillo County Sheriff’s Deputy Jacob Zamora. The rifle had been stolen from Zamora’s vehicle, but he never reported it missing. Instead, he replaced it with his own personal rifle...