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Police are generally under a lot of pressure to close cases. Getting a confession closes a case quickly and neatly.

Watch The Wire to get an idea of what kind of pressures the police face to "solve" crimes.

Also, police have power. Power has a profound impact on most people, and generally not a good one.

I think Frank Herbert had a point when he wrote that it isn't so much that having power corrupts, as the sort of people who seek power in the first place.

The experimental record disagrees with Frank Herbert: power corrupts.

It was worth doing the experiments though, so good on him.

They also can lie when they interrogate you. They can tell you your friend has already implicated you in the crime, even if it's not true.

Hunches are/used to be a big part of police work. When you just know they're guilty, you're not going to let them get away with it if there's anything you can do.

In Canada they go to far, far greater lengths than writing letters: http://en.wikipedia.org/wiki/Mr._Big_(police_procedure)