Here we have linked the file the FBI held on Michael Jackson, but we need to clear something up first.
If anyone tells you "The FBI followed Michael Jackson around for 10 years and found nothing", this is patently untrue. The FBI was NOT following MJ or tapping his phone, or doing anything that they would do in a federal case. The sex abuse cases were matters handled by local police (the Santa Barbara police department and the LAPD). The only time the FBI was involved was when the police requested that they interview someone outside their jurisdiction, or when they requested the FBI analyze a video or computer for them (because they didn't have the proper technology available). That's not an "FBI investigation", that's the FBI helping the local police on specific tasks requested of them.
This file from the FBI includes a disturbing report from a member of the public who was travelling in a train compartment next to MJ and his entourage. As is usual, MJ introduces his special friend as his 'cousin' or 'nephew'.
"[Witness] called from Toronto Canada. She and her husband work in Children's Services.
On Sat 3-7-92 they took train from Chicago to Grand canyon. Train continued to CA. They had a compartment on [carriage?] that Jackson had four compartments.
Jackson had a [male?] juvenile 12/13 [years old] with him along with adult staff. Boy was ID'd as Michaels "cousin".
Jackson was very possessive of boy. At night, [witness] heard questionable noises through wall.
She was concerned enough to notify the conductor of her suspicions."
(see page 54)
Also included in this file are contemporaneous news reports referring to the phone call placed to the (then) young boy Terry George in which MJ discussed masturbation and revealed to the boy he was masturbating whilst on the phone. You can read Terry George's account here)
As always with Michael Jackson's inappropriate behaviour with young boys, he was sure that there was no hard evidence left behind and that the appropriate people turned a blind eye.
PDF file is below.