The last chapter of The Great Gatsby by F. Scott Fitzgerald, Nick helps the readers understand the chain of events which lead to the tragic murder/suicide committed by George Wilson.
Nick is loyal to Gatsby, and he naively assumes that everyone will tell what they know and the truth will all be revealed. (He also believes that the man who had hundreds of guests at his parties would have a reasonable turnout for his funeral, but he was wrong.)
In chapter eight, Michaelis tries to comfort his friend George after Myrtle was killed in the street. During their all-night vigil, George mumbles his suspicions about Myrtle's unfaithfulness; suddenly George says something about a way he can find out who killed her (obviously making the connection to the yellow car). Michaelis leaves--and so does George. He is on a mission to find the man who he thinks was having an affair with his wife and then killed her. Wilson eventually finds Gatsby--with a little help from the despicable Tom Buchanan, of course.
After the fact, the police trace George Wilson's steps and reveal the piece of information Michaelis shared with them.
The police, on the strength of what he said to Michaelis, that he “had a way of finding out,” supposed that he spent that time going from garage to garage thereabout, inquiring for a yellow car.
When the police talked to him, Michaelis shared Wilson's words which eventually leads police to Gatsby's house, but they were too late.
What Catherine, Myrtle Wilson's sister, should have told anyone who asked is that Myrtle was unhappy living above a gas station, had a lover, and was desperate not to leave him. Instead, she lies by omission as well as commission.
Catherine, who might have said anything, didn't say a word. She...swore that her sister had never seen Gatsby, that her sister was completely happy with her husband, that her sister had been into no mischief whatever. She convinced herself of it, and cried into her handkerchief, as if the very suggestion was more than she could endure.
Because there is no evidence which suggests the complicated truth, the police do not investigate anything further.