An incestuous father who had a baby with his biological daughter is believed to have killed the infant in North Carolina before murdering his daughter and her adoptive father 600 miles away, and then killing himself.

Law enforcement officials in three states are working to untangle the chain of events that led to the deaths of four people, among them a seven-month-old boy.

Steven Pladl, 43, was discovered dead inside a car parked in Dover, New York, at 8.40am on Thursday (US time).

His biological daughter, whom he illegally married last July, 20-year-old Katie Pladl, was found dead in Connecticut along with her adoptive father, 56-year-old Anthony Fusco.

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The baby boy, Bennett, who Steven and Katie had together in September 2017, was discovered dead at a home in Knightdale, North Carolina, where the couple used to live, reported CBS17.

Steven Pladl was said to be still living in the home on Earlston Court.

Police who were called to the residence by Steven's mother asking them to perform a welfare check at 9am, came upon the boy's lifeless body.

No one else was in the home.

Pladl is believed to have killed his son after picking him up from his mother's house in Cary on Wednesday night, where the child was living in her custody according to WTVR.

He then drove to New Milford, Connecticut, 600 miles away, and shot dead Katie and her adoptive dad as they sat in a pickup truck, before making his way across the state line.

It is thought Steven committed the murders because Katie had just broken up with him.

''His wife broke up with him yesterday over the phone,'' Steven's mother can be heard saying in a 911 recording.

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''She's in New York and he told me he was on his way to her and then he was coming back.

''He left the baby dead. He told me to call police and that I shouldn't go over there.

''He said the house is empty and he said he left a key under the front mat.''

She said Steven also told her he had killed Katie and her father.

During a press conference, Knightdale Police Chief Lawrence Capps confirmed all three murders and Steven Pladl's suicide.

''We are heartbroken, saddened over the death of this child,'' Capps said.

''And, like you, we're trying to make sense of all the factors that led up to this senseless taking of life.''

Steven and Katie got together in 2017, after she decided to get in touch with her birth parents in June 2016.

Not long afterwards, Steven and Katie's biological mother, Alyssa, separated and Katie and Steven started an affair.

In July 2017, the pair ''got married'' and shared photographs of their lakeside union on social media.

Katie gave birth not long afterwards to a baby boy. They had both doted over the newborn on Instagram.

They were arrested in January 2018 when Alyssa discovered their incestuous marriage and reported it to police.

Both were extradited to Henrico County, Virginia, to face charges of incest, adultery, and contributing to delinquency of a minor.

Steven was released on bond and ordered to remain in Virginia pending trial and to make no contact with Katie. The conditions of his bond were later amended to allow him to travel to North Carolina.

Katie was released from jail in late February after posting $12,000 secured bond. Under the conditions of her release, she was barred from making contact with Steven and required to live with her adoptive parents, who resided in New York.

In February, Alyssa told DailyMailTV how she discovered their relationship in her 11-year-old's journal.

After she and Steven separated, the 11-year-old switched between staying at her home and the home her ex-husband was in with Katie.

In the entries, the 11-year-old depicted Katie as being pregnant and described Steven as ''Satan''.

They wrote that because Katie was ''human'' and Steven was ''Satan'', their baby would be ''half-demon''.

In March 2017, Steven presented Alyssa with the journal and said the 11-year-old was ''acting out''.

Alyssa, who was horrified, said she thought it was his way of informing her of the incestuous affair.

She contacted police immediately but the pair carried on living together and in July, got married in front of Katie's adoptive parents and Steven's mother.

The baby was born soon afterwards.

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