Audrey Horne is a fascinating character in Twin Peaks because unlike Cooper and Truman, she has no legal obligation to find out who killed Laura. Unlike Donna and James, she has no emotional obligation to find out who killed Laura. (It’s implied Audrey and Laura were always a bit catty and cold towards each other. ) When it’s clear, in the classroom scene that Laura is dead, Audrey looks blank and indifferent and, eh, slightly smug.
So why is Audrey conducting her own investigation? Why turn into Nancy Drew? Why care this much?
Director on the DVD commentary: “I think Audrey just looks for excitement.”