The official version of events in the immediate aftermath was soon shown to be wildly inaccurate. Those investigating the death have been hampered in their inquiries. The police wanted no independent inquiry.
So far so similar, but fortunately there is one overwhelming difference between the shooting of the IRA member Sean Savage and his two colleagues in Gibraltar on Sunday, 6 March 1988, and that of Jean Charles de Menezes at Stockwell Tube station on 22 July 2005. There is an independent inquiry going on into the innocent Brazilian's death. It does look as though the facts, or at least most of them, will come out.
In the case of the Gibraltar shootings, Margaret Thatcher's government refused demands for such an inquiry, saying that an inquest there would suffice.
The IRA member was not, of course, an innocent. The organisation itself admitted that he was a member of an active service unit, and there is no doubt that he and his colleagues did intend to plant a bomb in Gibraltar, though not on that day.
In the immediate aftermath of Gibraltar, there were also official briefings, just as inaccurate as those relating to Stockwell.
The BBC reported that there had been a massive bomb. It was something like 500lb of explosives, packed with bits of metal, shrapnel and so on.
ITN reported: "Army explosives experts used a robot to defuse the bomb." It also said that "a fierce gun battle broke out".
On the day after, the then minister for the armed forces, Ian Stewart, congratulated the Gibraltar government, and went on: "Military personnel were involved. There was a car bomb found, which has been defused."
There was, of course, no bomb in Gibraltar that day; the IRA members were unarmed; and the shooting was one way.
At least the government, in the form of Sir Geoffrey Howe, quickly corrected those initial briefings in the House of Commons the following day, though he stuck to the line that the IRA members, when challenged, "made movements which led the military personnel to conclude that their own lives and the lives of others were under threat".
Why the targets should have made such moves, since they at least knew they were unarmed and were not in possession of detonators, was never explained.
So why were the official accounts in both cases so inaccurate? Given a choice between cock-up and conspiracy, it is usually more sensible to choose the first.
There was certainly confusion on the ground in Stockwell and Gibraltar, and in such circumstances honest witnesses can give conflicting accounts. And we in the media sometimes want to know answers before we have even formulated the right questions.
If the authorities say nothing, they can be accused of covering up; and if they say too much too early, they are likely to make mistakes.
So I don't think it is surprising that in the heat of the moment inaccurate information was given. What is inexplicable is that it was not quickly corrected.
Could have been simple stubbornness, unwillingness to admit to a mistake? Why did the Metropolitan Police Commissioner, Sir Ian Blair, initially resist investigation by the Independent Police Commission? Sir Ian cites operational reasons and other priorities, and denies a cover-up.
This may well be true, but the instinct of most organisations is to protect their own first, with often disastrous results.
Whatever the reason for Sir Ian's actions, we can now be reasonably sure that an independent inquiry will be properly carried out and that justice may well be done: justice for the innocent victim and for the front-line police who are protecting us from a terrifying threat, often displaying great courage.
Which leaves one very worrying question, which it is hoped will be at the centre of a debate when Parliament returns. Given that the police sometimes shoot innocent civilians and that surveillance cock-ups are hardly unknown, how was it possible for a policy of shoot-to-kill to have been authorised without Parliament or the public being consulted? There was no inquiry into the policy being followed in Gibraltar; there must surely be one into the policy revealed by the Stockwell shooting.
Roger Bolton was editor of Thames Television's 'Death on the Rock' programme into the Gibraltar shootings