LAS VEGAS (AP) — Investigators are looking into whether gunman Stephen Paddock scoped out bigger music festivals in Las Vegas and Chicago — and perhaps Boston's Fenway Park — before setting up his perch in a casino hotel and raining deadly fire on country music fans.

Paddock booked rooms overlooking the Lollapalooza festival in Chicago in August and the Life Is Beautiful show near the Vegas Strip in late September, according to authorities reconstructing his movements before he undertook the deadliest mass shooting in modern U.S. history.

It was not clear if he contemplated massacres at those...