LAGOS—Members of Boko Haram, the group believed responsible for last week's suicide bombing of a United Nations building in Nigeria, have received training from al Qaeda-affiliated groups in Afghanistan and Algeria, according to a recent internal Nigerian intelligence report.

The report by the State Security Service, Nigeria's leading agency for internal intelligence, was submitted to senior government officials in June, a person familiar with it said. That marked roughly the beginning of a string of attacks this summer attributed to the group here in Africa's most populous country, an important oil exporter.

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