Investigators found white supremacist propaganda, bomb-making materials and a framed photograph of Oklahoma City bomber Timothy McVeigh at a Florida apartment where a teenager killed two roommates who had once shared his neo-Nazi beliefs before he converted to Islam, police and the FBI said.

Devon Arthurs, 18, led police to the two bodies inside his Tampa apartment last Friday, saying he killed them after they showed disrespect for his new faith, according to police and FBI reports released Monday.

A fourth roommate, a member of the Florida National Guard, was arrested on charges related to th...