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.