According to CBS News, the FBI actually investigated one of the two Boston Marathon bombing suspects two years ago. 26-year-old Tamerlan Tsarnaev — the elder brother who was shot and killed in today's ongoing manhunt — was questioned by the FBI about potential extremist ties at the request of a yet-unnamed foreign government.
According to the publication, the FBI failed to find any evidence of such ties, but his mother Zubeidat Tsarnaeva claims that the FBI continued their investigation, telling Russia Today that her family was under continual FBI surveillance. "They used to come [to our] home, they used to talk to me... they were telling me that he was really an extremist leader and that they were afraid of him." The mother claims that the FBI set up her sons, and that both are innocent. You can hear her words in the video below.
Update: The Associated Press and Fox News have also confirmed the story with government officials.
Update 2: The Associated Press reports that Russia contacted both the FBI and CIA with worries about the elder Tsarnaev, but it's not clear if Russia was the same foreign government mentioned.