MARKHAM, Ill. (CBS) — In a gruesome and horrific discovery, body parts were found inside suitcases in south suburban Markham on Tuesday.

Police said the body parts were hauled all the way from Kentucky on a Greyhound bus, and the family of the man who came with them had no idea.

As CBS 2’s Jermont Terry reported, the family members were at the police station in Markham until late Tuesday night answering questions. Terry is told they are cooperating with the investigation.

Police said the man’s family suspected something was strange about the suitcases, but no one expected the body parts that ended up being discovered in them.

Meanwhile, Markham police spent much of the day Tuesday outside a house at 164th and Wood streets. Neighbor David Scott did not think much of the police officers across the street at first.

“I went to the store, and by the time I went to neighborhood store, came back, that’s when I saw the yellow tape from the crime scene,” Scott said. “I knew something was bad that happened then.

But Scott, along with the family who lives in the house, did not realize how bad things were. Markham police said the homeowner’s son recently came to visit from Kentucky.

“He brought with him luggage – two, three bags,” said Markham police Chief Terry White.

Inside the heavy luggage was the dismembered body parts of a woman.

Police said the man boarded a Greyhound bus in Louisville, Kentucky, traveling more than five hours with the body parts to the Chicago Greyhound station at 630 W. Harrison St.

His family picked him up and brought him – and those bags – to the house in Markham.

“That’s even more crazy – traveling body parts,” Scott said.

Chief White insisted the family did not realize what was in the bags. But after a few days, it became odd when the man never unpacked – but kept guarding the suitcases.

“There were some early reports of a foul odor coming from the bags,” White said.

On Tuesday morning, the man left the house and headed to the public library in Markham, leaving the suitcases behind. At that point, family members finally opened one suitcase.

“A human body part was discovered,” White said. “They immediately backed away and called police.”

Police found several chopped-up body parts of one woman – the result of a crime they believe happened in Kentucky, but unraveled in Markham.

“You see stuff like this on TV,” Scott said. “You don’t see stuff like this from your across-the-street neighbor.”

Those suitcases were in the Markham home for several days.

On Tuesday night, investigators from Markham, the FBI, and Louisville were all looking into the case.

Terry is told the body could be linked to a woman reported missing from Louisville last week.

The man, who has not been charged with a crime, remained in custody Tuesday night.