I've heard reports (speculation) that Al Qaeda operates in Iran, but not necessarily with official sanction. Easy to believe that they could find sympathizers anywhere in that area.

The thing that lends it further credibility is bin Laden's reported need for kidney dialysis. He can't get too far from modern medical facilities, and he'd need to periodically sneak into a hospital somewhere. That seems relatively less absurd than the thought of a dialysis machine being hauled around the mountains in Afghanistan on the back of a donkey.

If he's dead, I'd expect his final vengeance would be to have instructed that his body be cremated to deprive us of the possibility of a positive DNA identification. It'd be just like the bastard to want to keep us guessing.