Until his little brother, George, shot and killed an unarmed black teenager on the sidewalk of a Florida gated community more than two years ago, Robert Zimmerman Jr. was "the family fuckup." He used the phrase with me a lot, but the first time was in October 2012, at a dark back table at the Algonquin Hotel's Blue Bar in Manhattan, six months after what all the Zimmermans call "the incident." He was downing a double gin and soda, and he was wearing a Hugo Boss suit, "diamond" earrings from Kohl's, and the remnants of airbrush concealer from a quick appearance on Fox News's Geraldo at Large. He went on to name all the ways he was a lousy namesake for his father, Bob, a former Army sergeant, and a disappointing son for his mother, Gladys, a fierce, devoutly Catholic first-generation immigrant from Peru. "Unemployed. College dropout. With a DWI and a boyfriend," he said, listing his sins. (The boyfriend was a big problem for Gladys, somewhat less so for Bob.) But then, overnight, George had become "the Wreck-It Ralph of America," and Robert—articulate, sweet-natured, maybe in over his head—was thrust into the role of family savior. "You know what that means?" he said, ordering a second gin and soda. "Zimmerman in charge of rebranding."

So Robert got to work, defending his brother in the media dozens of times over the next year. The circumstances may have been grim, but the small doses of celebrity could be fun. He had both Greta Van Susteren and Sean Hannity in his phone contacts. He braved HBO's Real Time with Bill Maher, appearing on the show shortly before the first anniversary of the night that George shot Trayvon Martin. Unlike with the news channels, he got paid this time: $800. It was the only income Robert earned that whole year. He had a great time doing the show and an even better one afterward over drinks with fellow guest Donna Brazile, an African-American political operative who managed Al Gore's 2000 presidential campaign. "I miss black people!" he told her.

After George was found not guilty of second-degree murder in July 2013, Robert began thinking about how to accelerate the Zimmerman rebranding project. There had to be a way to capitalize on George's notoriety. A family business, maybe. He and his mother had an idea: George could be the frontman for a home-security company called Z Security Products. "They all start with Z," Robert explained, walking me through an imagined product line. "There's the Z Bar, the Z Rock, and the Z Beam. They're all targeted to women. One is to secure sliding doors. One is to put in the front door. The light is to carry and is designed by George. It has a little alarm—you know, Help me, help me!"

Robert's ultimate goal was to turn George into a reality-TV star. His models were John Walsh, who began hosting America's Most Wanted after his 6-year-old son was abducted and killed, and the Kardashians, whose fame was launched by Kim's leaked sex tape. "I learn a lot from watching Keeping Up with the Kardashians," Robert told me. "Like, use the shit you've got." One idea was for George to be the focus of a Candid Camera-style program. One episode, for example, might feature a professor teaching a class about self-defense, and at the end of the episode it would be revealed—surprise!—that George was one of the students.

Robert knew none of it could happen, though, until George fixed his image, which meant going on TV —"and talking to George about media is like talking to the Pope about gay sex." George hated journalists. He blamed them for turning him into a national villain. There was only one media figure he liked: Hannity. Fortunately, Hannity—and especially Hannity's viewers on Fox News—liked him back. George, whose legal debt was in the seven figures, briefly had a website that accepted PayPal donations, and it lit up every time Hannity mentioned the incident on-air.

Still, George had said no to Hannity before. No media, no matter who it was—that was his rule. But by early 2014, George was nearing the end of his rope. Ever since he and his wife, Shellie, had an ugly split the previous summer, he'd been effectively homeless, couch surfing around the country. TV networks were offering to put him up in four-star hotels, and he was desperate to use the bathroom in peace. Robert was pushing him hard to reconsider Hannity. This time, George said yes.

Immediately, though, there were problems. First, Fox News expected the brothers to fly to New York. That would require George to show his ID at the airport, possibly to a black person. No way, Robert said. Even worse, the network wanted them to fly on February 26, the second anniversary of the incident. Robert tried explaining to a Hannity producer why that couldn't work: "It is like 9/11 for my family! We can't travel together that day—it's like having the whole royal family travel together!" Robert had a better, safer plan: He wanted Fox News to pay for the brothers, plus a full security detail, to drive the 1,100 miles from central Florida. About halfway, they'd need three hotel rooms—one for Robert, one for George, one for the security team—at a place with room service so that George wouldn't have to be out in public.

Fox News said no. Rebranding the Zimmermans would have to wait.

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It was Grace, the little sister, who first grasped how all their lives were about to change. "We need to get guns!" she screamed when she saw the first news report pop up on her phone. The brief story didn't even have George's name—the shooter was still publicly unidentified—but that was no comfort. It was only a matter of time.

The Zimmermans already owned a lot of guns—at least ten altogether, between Grace and her fiancé, her two brothers, and her parents. Still, Grace bought herself a new Taurus pistol.

They had good reason to believe they might be in danger. Soon after Reuters published George's name on March 7, 2012, the New Black Panthers put out a $10,000 bounty for his "citizen's arrest." #Justice4Trayvon became a popular hashtag, and violent threats came in a flood. "All I can and will say I pray to God that your son geroge [sic] and Robert both choke on a sick dick and the mother and father both choke off a dick," someone posted on Bob and Gladys's website. "[I]t's not over we will have the last lol."

The family decided they could no longer stay put. George and Shellie holed up with a friend who was a federal air marshal, so they were reasonably safe. But for years, George's name had been on the deed to the house where his parents lived. Someone would find them. Bob worried about the large window that faced the street at the front of the house. "That's my mother-in-law's room," he said. Gladys's mother: 87 years old, Alzheimer's-afflicted. "I could just see somebody shooting into the bedroom or throwing a Molotov cocktail or something."

Robert, who bears a strong resemblance to George, was seen as particularly vulnerable. At the time of the shooting, he was living in suburban Washington, D.C., and in March, shortly after his thirty-first birthday, he got a call from a special agent at the Florida Department of Law Enforcement, who told him, Robert recalls, that "credible yet nonspecific" intelligence had identified him as a "target": "Anyone who wants to harm him will make no distinction between you because of the physical similarity. You need to go, and you need to go now." He left, joining the family on the run in Florida.