“The police do terrible things to people, with impunity.” These are the words from Rust (McCoanughey) in episode two of the HBO series. That is probably the key to the whole thing.
If you have watched the show up to the last episode, coming Sunday, some of the things I’m about to write might make sense. Otherwise, they could be a spoiler depending on what it is you’re looking for. True Detective is not a typical television show where things happen that can get spoiled – unless you’re talking about episodes 4 and 5 where the filmmaking itself is so surprising knowing anything about it going in could be a spoiler. But I don’t think either of those episodes have much to do with how the story turns out.
All of the clues you need to figuring out the plot is is, according to writer/creator Nic Pizzolatto. After watching the episodes many times and going back to episode one there are a few things worth noting.