Their funerals took place in September that year, but it would be five months before the police made an arrest. The public were stunned when they learned it was the deceased's husband and father, Mark Lundy, who was charged.
His first trial began in February 2002 in Palmerston North, and I was one of about a dozen reporters covering the case.
The process was very different back then. Unlike today, there was little in the way of technology. Reporters had cell phones but most took notes using pen and paper rather than the ubiquitous laptops seen at the retrial in 2015.
The motive suggested for the killings was the family's dire financial situation. Despite a large amount of debt, Mark Lundy had agreed to unconditionally buy two plots of land in Hawke's Bay for $2 million to develop a vineyard.
His final deadline to make a payment was 30 August - the day Christine and Amber's bodies were found.
The Crown suggested a half-million dollar insurance policy on Christine Lundy would have helped Lundy dig his way out of his financial hole.
Some eyebrows were raised when evidence emerged that 'family man' Lundy had entertained a prostitute at his motel on the Petone foreshore. The Crown said it was to help create an alibi showing he was still in the Wellington region around midnight on the 29th of August.
It suggested Lundy had phoned his wife shortly after 5.30 that night, driven at breakneck speed from Wellington to Palmerston North, killed his family and driven back to Wellington.
The defence argued that the three-hour round trip including time for the killings and the subsequent clean-up was not possible.
Lundy gave evidence in his own defence and was staunch in denying he had killed his wife and daughter.
I remember waiting long into an autumn night as the jury deliberated. It was a tense time with Mark Lundy's friends and supporters in one part of the Court complex and many of Christine Lundy's friends keeping their own vigil elsewhere.
After seven long hours the jury returned with guilty verdicts.
He stood in the dock with a stunned expression on his face and my overriding impression of that night is his look of total incomprehension as he was driven from the Court in a prison van to begin a life sentence.
After some considerable time his family emerged. His father, Bill Lundy, used a walking stick and I remember feeling ashamed at the way some of my fellow reporters chased this elderly man as he hobbled down the road to his car. Even worse was a photographer who physically lay on the car bonnet to take a photo of Mr Lundy through the front window.
A life sentence was imposed on Mark Lundy, and he was ordered to serve at least 17 years before being eligible for parole.
Later that year, both he and the Crown went to the Court of Appeal. He wanted his convictions overturned; the Crown sought a lengthier jail term. The Court upheld the convictions and increased the minimum time he must spend in jail to 20 years.
Fast forward just over 10 years and in June 2013, Mark Lundy had another appeal hearing, this time in the Privy Council in London.
He was allowed to take that step because his offending had occurred before New Zealand introduced its own court of last resort, the Supreme Court.
In October 2013, the Privy Council ruled that Mark Lundy's convictions were unsafe, quashed his convictions and ordered a retrial, which began in the High Court in Wellington in February 2015.
This time there had been some significant changes. For a start, the Crown had abandoned its theory of a speedy, murderous trip to Palmerston North. Now it said Lundy had not gone to sleep when the prostitute left his room early on 30 August, instead claiming that was when he drove to Palmerston North to kill his family.
Science had also moved on since the first trial. Then, the Jury heard that two small specks on his shirt contained Christine Lundy's DNA but the defence said that would not be unusual for a couple living in close proximity.
In 2015, the Crown introduced new evidence from a scientist in the Netherlands, Dr Laetitia Sijen, who tested the spots on the shirt and determined it was from a human brain or spine.
However, the defence team decried her evidence saying the science was 'experimental' and not sufficiently developed for forensic use.
Another difference: this time the jury's deliberations lasted a lot longer. And, unlike in 2002, this time jurors were able to go home to their own bed for the night rather than face the possibility of being herded off to a hotel room as they worked towards a verdict.
After a seven-week trial and about 16 hours of deliberation - ironically, on 1 April, April Fool's Day - the jury again found Mark Lundy guilty.
An older, slimmer, greyer Mark Lundy in the dock, but once again his expression was one of shock. He stood in silence, his mouth hanging open as though he could not comprehend what the foreperson had said.
Justice Simon France immediately reinstated the 20-year minimum life sentence and Mark Lundy was once again bundled into a prison van and taken away.
This week I was back at the press bench again, as Lundy's lawyers asked the Court of Appeal to overturn his convictions.
Among other things, they argued they had not received sufficient notice of the Crown's changed timeline relating to the murders, and said the jury was 'drowning in a sea of science' and should not have had the RNA evidence before it.
The defence also claimed the jury may have indulged in 'demeanour reasoning' based around claims that funeral footage showed Lundy 'feigning' grief.
For its part, the Crown stood by its evidence relating to the murder times and the science. It also rejected a defence bid to have new evidence admitted relating to the amount of fuel Lundy might have used on his travels between Wellington and Palmerston North.
So now, once again, we are in that no man's land awaiting a decision from the Court of Appeal.
It appears there are three possibilities: It could uphold the convictions, leaving Mark Lundy to continue his jail sentence, it could overturn the convictions and set him free, or it could overturn his convictions and order the High Court to hear Lundy's case a third time.
This article was originally published by RNZ.