Bair was reportedly holding a gun when police responded to an emergency call at a Martin's Super Market at 10 p.m. Police shot and killed the suspect.
Two others, a female Martin's employee in her late teens to early 20s and a shopper in her 40s were both found shot dead.
Police said they believe Bair spent about 30 minutes in the store, first shooting and killing the employee, a deli worker, and then missing a shot at another employee. He then shot the shopper and went after the manager, who was spared when police arrived and distracted Bair.
A large caliber, semi-automatic handgun and a knife were found near Bair's body.
Surveillance video from the store is being used in the investigation, but Indiana State Police Sgt. Trent Smith said the quick actions of the Elkhart City Police saved lives.
"You expect to be safe in a grocery store in your neighborhood," Smith said.