The FBI claims to know that the hackers of Sony Pictures to North Korea, because they would have forgotten to get their proxy. It may also be that the proxy was not working. That claims to be the head of the FBI, James Comey.
According to Comey the hackers in almost all cases a proxy is in use, but they are in a few cases forgot to put the proxy on, though it may also be that the proxy due to technical circumstances not worked. That said Comey, according to Wired during a speech.
This would the FBI know which ip-addresses are used in the hack. Those addresses would be to North Korea accessories. “They shut the connection off quickly after their error was discovered,” says Comey. “But not before we saw where the connection came from.” It is not known how the FBI would know that the North Korean ip addresses not a proxy.
The claims of the American government that the Sony hack by North Korean hackers has been committed, may on skepticism count. So tried the attackers first to Sony to extort by threatening to divulge information if Sony would not pay. Only later did the hackers political claims.