On 9/11, even US Marshals said there were bombs in the buildingsNY Times, 9/11 oral history archive; see Hoppey, Timothy-- firefighter, page 13:
"But a cop started screaming, "The north tower is leaning." We again started running. That came down a couple minutes after that. As I said, I think we were on Vesey Street at that point, but I’m not really sure.
After that it was kind of pandemonium. The U.S. marshals were saying a third plane was coming in. They said there were bombs in all the buildings around there."
This takes place shortly after the south tower collapsed.