The Thin Man followed Kara through the portal on the day the Eleventh Pilgrimage arrived. He was either the last pilgrim or the first soldier to pass through and detonated a bomb attached to him killing him, Kara, and possibly others.
Before Terra NovaEdit
At an unknown time, the Phoenix Group attached a bomb to his body before sending him through the Time Portal. While it may have appeared he voluntarily became a suicide bomber, this tweet from InsideTerraNova (which seems to be a legitimate account of the show's creators, since it is followed by the show's official twitter account TerraNovaonFOX) confirms the Thin Man was forced by Phoenix soldiers to do it, citing that he asked for help before the bomb detonated.