That was what Prime Minister Manmohan Singh asked as soon as he landed in Delhi, cutting short his visit to Kolkata after news of the serial blasts in Srinagar and Mumbai shattered the nation.
His anguish was obvious.
Not only has the intelligence apparatus failed, but the home ministry too was caught unawares.
National Security Advisor M K Narayanan now has a lot of explaining to do.
A former director of the Intelligence Bureau, Narayanan is a known expert on India's internal security.
M K Narayanan: 'There's no cause that justifies terrorism'
And when Mumbai Police Commissioner A N Roy said he had no intelligence about the possibility of such an attack, he didn't help Narayanan's case much.
Though Narayanan's increasing involvement in foreign policy and strategic issues may have taken a toll on the attention that he has been paying to internal security, his detractors are expected to step up pressure on him.
If Narayanan's position is not enviable, observers feel Dr Singh's situation is even worse.
Many political analysts agree that the blasts have reminded the nation of the March 12, 1993 blasts and hurt the national consciousness deeply.
They say that while people may not be asking questions right away about who is behind the blasts, there is some frustration that things haven't changed or improved since 1993.
The fact that India has not seen any improvement in curbing terrorism will not escape public scrutiny, they feel.
Even a senior Congress leader accepted that reactions will be sharper and deeper this time around.
More than three New Delhi-based experts told television interviewers on Tuesday night that it is time India did something about terrorism.
The ball now lies in the prime minister's court.
Mumbai will wait and watch how he convinces them and the rest of India that he is capable of steering the nation clear of fear and insecurity.
Even if Dr Singh -- already accused of being a 'weak' prime minister -- attempts to show his government's resolve in fighting terror, he will find himself in a Catch-22 situation.
Being a pacifist, he cannot entertain war-mongers. Nor does he have the aura or the gift of the gab to wriggle out of the situation, a la his predecessor Atal Bihari Vajpayee.
In such a situation, the government looks weaker than ever before after Tuesday's blasts.
Already, the government is under fire for the rising prices of commodities, despite having three top financial brains -- Finance Minister P Chidambaram, Planning Commission Deputy Chairman Montek Singh Ahluwalia and Dr Singh himself.
Dr Singh, in a rare gesture, showed his displeasure and issued a stern message by putting on hold all divestment decisions after Tamil Nadu Chief Minister M Karunanidhi asked him to not sell shares of the Neyveli Lignite Corporation.
But that does not take away from the fact that half his Cabinet behaves like misguided missiles about which he is unable to do anything.
During such tough times, any sign of support from Congress party president Sonia Gandhi would have boosted the prime minister's spirits and improved the government's image.
But Sonia's focus seems to be only on the aam adami and the Congress' electoral prospects.
Observers feel that even on the foreign policy front -- which many say has been the saving grace of this government -- the administration has been slipping.
Many former ambassadors to the United States and diplomats believe the government could have handled domestic opposition to the Indo-US nuclear deal better.
They also point to the waning relations with Pakistan. They feel President Pervez Musharraf is getting impatient with the stagnant peace process. There is a view that the general is back to his old trouble-making self and that his associates have renewed support to terrorists to destabilise India.
If these are the problems facing the prime minister, the Congress party is no better.
Whenever Congress leaders have been questioned about the sloppy manner in which the affairs of the nation are being handled, they throw back the same argument: "The prime minister is on his first and last term. He will sit at home once this government goes. But Soniaji has the responsibility to get votes. How can she allow an economist PM to have his way?"
Coming at a time when the prime minister's credibility has been seriously undermined -- the prime minister's office last week denied that he had resigned -- the blasts have not made life easier either for the government or the party.
It is no secret that there is a growing distance between Congress president Sonia Gandhi and Prime Minister Singh. A former Cabinet secretary who met the prime minister recently told rediff.com, "Sonia Gandhi is the bankable face in the party. The media is unduly, and sometime foolishly, ignoring the fact that besides the Gandhi family, there is nothing to write home about the Congress. The prime minister is also aware of his weakness and we have to witness the internal dynamics between the two leaders."
Though on the face of it, the blasts have only put Narayanan and Home Minister Shivraj Patil in a spot, at another level, it could have other implications.
The party has realised that the blasts will have a bearing both among voters and within the establishment.
In this light, it will be interesting to see what strategy the party adopts for next year's assembly election in Uttar Pradesh.
The Gateway of India blasts
Blast in Ghatkopar in Mumbai, 4 killed and 32 injured