In England, police are investigating allegations that Princess Diana and Dodi Al-Fayed were killed by a member of the military.
New information has apparently been passed on by the former parents-in-law of an ex-soldier.
The couple, along with their chauffeur, Henri Paul, died in a car crash in Paris in 1997.
A royal spokeswoman said there would be no comment.
The Metropolitan Police said in a statement that it was assessing the "relevance and credibility" of information into the deaths that it had recently received.
"This is not a re-investigation and does not come under Operation Paget," it said, referring to an investigation by a former head of the Metropolitan police, John Stevens.
Reporter Mark White is outside police headquarters in England: