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In page Grey Gardens:

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Albert and David Maysles initially came into contact with the Beales after Lee Radziwill suggested they make a documentary on her childhood in East Hampton and took them with her on a trip to Grey Gardens. According to Ellen Hovde, the initial film was being funded by Radziwill; when the Maysles attempted to show her their early footage of the Beales to convince her that a documentary about them was a better idea, Radziwill confiscated their negatives and withdrew her funding.