Among the victims tied by the FBI to Mr Cunanan is 72-year-old Lee Miglin, a wealthy and high-flying property developer from Chicago. His body was found wrapped in plastic and paper in his home's garage on 4 May.
The gay community in New York, meanwhile, was on high alert yesterday following police statements that Mr Cunanan might be in Manhattan, which has a large homosexual population. The last killing Mr Cunanan is believed to have committed was of a 45-year-old cemetery caretaker in New Jersey last Friday.
The murder trail began, however, in Minneapolis which had been home to two men believed to have been former lovers of Mr Cunanan in San Diego. The body of David Madson, a 33-year-old architect, was found by fishermen beside a lake north of the city on 3 May. A few days before, police had found the body of the other friend, Jeffrey Trail, 28, in the attic of Mr Madson's house.
Chicago's elite society is still reeling from the death of Mr Miglin. Police made the connection with Mr Cunanan after finding a red jeep close to the murder scene that was traced back to Mr Madson. Subsequently, Mr Miglin's Lexus limousine was found at the New Jersey murder scene.
There have been some reports that Mr Cunanan was a close friend of Mr Miglin's 25-year-old son, who is a struggling actor in California. There is also speculation that Mr Cunanan recently tested positive for the HIV virus and his murder rampage may be an attempt at taking revenge on former lovers.
In comments to one Minneapolis newspaper, Mr Cunanan's mother, who lives in Illinois, candidly described her son as a "high-class homosexual prostitute".
In New York, gay community groups were yesterday festooning Greenwich Village and Chelsea with fliers carrying a picture of Mr Cunanan and offering a $10,000 reward for any sighting of him.
The manhunt meanwhile continues. The FBI issued an "Armed and Dangerous" alert for Mr Cunanan, giving a full description of the suspect together with photographs of him. Criminologists warned, however, that fugitives can easily disappear in the United States. And although the hunt was being concentrated in the eastern US, there was no knowing where Mr Cunanan may be.