The FBI has filed its criminal complaint against Times Square Car Bomb suspect Faisal Shahzad. In it, they say that Shahzad admitted that he "recently received bomb-making training in Waziristan, Pakistan."
Here is the relevant section, via The Smoking Gun. Good enough reason to start WWIII? Some will surely believe so!
Furthermore, New York Times reporters dug through Shahzad's trash (!) and found the pictured student visa discarded outside his Connecticut home. Which raises questions of why he would do such a thing, but we suppose he was in a hurry. Officials say he entered the US on a student visa in 1999, married an American citizen and got a green card in 2006, and became a naturalized citizen last year.