WASHINGTON - The FBI has opened a formal investigation into how US financier Jeffrey Epstein was able to apparently kill himself in prison while awaiting trial on sex trafficking charges.
His body was discovered early on Saturday at a facility in New York.
Last month Epstein was found semi-conscious in his cell after an apparent suicide attempt.
New York Mayor Bill de Blasio said it "way too convenient" that Epstein could no longer incriminate others.
"What a lot of us want to know is, what did he know?" Mr de Blasio, who is also running for the Democratic presidential nomination, told reporters in Iowa.
"How many other millionaires and billionaires were part of the illegal activities that he was engaged in?
"Well, that information didn't die with Jeffrey Epstein. That needs to be investigated, too."
Conspiracy theories started to emerge immediately following his death.
Epstein, 66, pleaded not guilty to sex trafficking and conspiracy charges last month and was being held without bail.
His death came a day after hundreds of pages of court documents were released that revealed new allegations against him and some of his high-profile associates.
Epstein died shortly after being found unconscious early on Saturday at the Metropolitan Correctional Center in New York City, considered one of the most secure in the country.
Last month, shortly after he was denied bail, Epstein was found in his cell with injuries to his neck and taken to hospital, in what prison officials had been investigating as a possible suicide attempt.
There are conflicting reports as to whether Epstein was placed on suicide watch following that incident. The New York Times reported that he had been under observation, but was taken off the watch more than a week before his death.
"How on earth is he not under special protection? What's really going on here? I think that's a question that we must get a full answer to," said Mr de Blasio.
In a letter to Attorney General William Barr, Republican Senator Ben Sasse said "heads must roll."
"The Department of Justice failed, and today Jeffrey Epstein's co-conspirators think they might have just gotten one last sweetheart deal," he said.
"Every single person in the Justice Department - from your Main Justice headquarters staff all the way to the night-shift jailer - knew that this man was a suicide risk, and that his dark secrets couldn't be allowed to die with him," he added.
The attorney general said there were "serious questions that must be answered". Mr Barr added that he was "appalled" by the news of Epstein's death and said the justice department had opened its own investigation.
Elsewhere, Epstein's alleged victims have expressed disappointment that he will no longer stand trial. "I am extremely mad and hurt thinking he once again thought he was above us and took the easy way out," Jena-Lisa Jones said in a statement.
"I am angry Jeffrey Epstein won't have to face the survivors of his abuse in court," another alleged victim, Jennifer Araoz, told CNBC.
"We have to live with the scars of his actions for the rest of our lives."
A lawyer for some of the alleged victims, Lisa Bloom, said she would still seek compensation for them.
US Attorney for the Southern District of New York, Geoffrey Berman, said the news of Epstein's death was "disturbing".
"We are deeply aware of their potential to present yet another hurdle to giving Epstein's many victims their day in court," he said in a statement. "We remain committed to standing for you, and our investigation... remains ongoing."
Epstein was accused of paying girls under the age of 18 to perform sex acts at his Manhattan and Florida mansions between 2002 and 2005.
He was arrested on 6 July after landing in New Jersey on his private jet. He avoided similar charges in a controversial secret plea deal in 2008, and instead pleaded guilty to a lesser charge.
That plea deal was closely scrutinised in recent weeks and, last month, US Labor Secretary Alex Acosta resigned over his role in it.
Prosecutors also accused Epstein of paying large amounts of money to two potential witnesses ahead of his trial, which was scheduled to take place next year.
He faced up to 45 years in prison if convicted.(FA)

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