Did anyone broke the window? If yes, was it the man who shoot himself had the bullet penetrate through him and hit the window?
Did the other person die by drowning?
You know, I have this book that had plenty of logic puzzles like these that I didn't remember having until this intro seemed familiar. However, having checked the book, it turns out that was just a situation where two man sat at a table quietly then one suddenly leaps and yells, where the solution was that they were playing chess. So it turned out that wasn't the current case, but what was interesting is that the puzzle on the page before that one is about a man not able to open a window because he was in a submarine!
If this turns out they were really in a submarine, this would be such a creepy coincidence, just maybe that book's writers heard of this and decide to split it into two riddles? :V
If so, this kind of counts me as having heard the case before... so sorry about it...