On February 13, 1992, Fernando "Calígula" de Romaña Azalde and Julio "Chato" Domínguez Barsallo, two used car salesmen from the Miraflores district of Lima, Peru, left Romaña's home in a silver Toyota around 4:30 p.m., according to Romaña's brother, Jorge. Shortly afterward, unknown assailants stopped the vehicle and took the men to a curve at kilometre 17 of the highway connecting Cieneguilla with Huarochirí province, where both were shot. Romaña's body was found on the side of the road at around 7:00 p.m., while Domínguez was found in the parked Toyota near Clínica Montefiori in the Monterrico area of La Molina District. Police recovered six .38 caliber shell casings and two pools of blood near Romaña's body; he had been shot multiple times and was still carrying $400, his electoral notebook, a watch, and a chain necklace. Domínguez had also been fatally shot.
The day after the killings, items including notebooks and videotapes were stolen from Romaña's house. By early March 1992, investigators had uncovered a criminal enterprise—dubbed the "Calígula Clan" by media—allegedly involved in drug trafficking, theft, and blackmailing upper-class figures by recording young women during sexual encounters and orgies and threatening to send footage to their families. Other alleged members identified in coverage included Luis Augusto "Loco" Mannarelli Rachitoff, Carlos Edmundo Gonzales Ciccia, José Luis Mendoza Torres, Alejandro "Jano" Gonzales Ramírez, and Horacio Puccio Ballona. Media outlets began referring to the unidentified killer as the "Vengeful Angel" (Ángel vengador).
Investigators considered several possible motives, including that an unidentified man whose daughter had allegedly been filmed by the group had retaliated rather than pay a bribe, or that a member of the military, or a dispute over a relationship, was responsible. Both victims reportedly had numerous enemies, including police officers who had previously extorted them.
Arrests followed over the next two years. Gonzales Ciccia was captured in August 1992 in connection with an unrelated jewel robbery and, after further flight and recapture in 1993, implicated Mannarelli. Alejandro Gonzales Ramírez was arrested in November 1993 and formally charged as the alleged author of the homicide, after being identified by Romaña's sister as the person who took items from the house after the murders. Horacio Puccio Ballona was arrested later that month; he named Gonzales as the perpetrator and claimed the killings had been ordered by a foreign diplomat over stolen drugs. Puccio, found with a .38 revolver believed to be the murder weapon, was later released.
Mannarelli and Mendoza were separately prosecuted and sentenced for the earlier 1991 jewel robbery, and Carlos Gonzales Ciccia was also prosecuted in connection with it. The homicide case against Gonzales was dismissed in 1995 for lack of proof, and no one was ultimately convicted of the killings of Romaña and Domínguez. The case file was reported missing from judicial archives in 2007. The events inspired a Peruvian television miniseries that aired from 1993 to 1994.