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NANCY GRACE

Casey Anthony Investigation, the First 30 Days

Aired November 28, 2008 - 20:00:00   ET

THIS IS A RUSH TRANSCRIPT. THIS COPY MAY NOT BE IN ITS FINAL FORM AND MAY BE UPDATED.


(BEGIN VIDEO CLIP)
UNIDENTIFIED MALE: Casey Anthony is a 22-year-old mother. That`s a fact. This is her beautiful 2-year-old, Caylee. That`s also true. But the rest of the story is blurry at best, false at worst.

UNIDENTIFIED MALE: Anthony claims she dropped her daughter off at this apartment on June 9, and when she came back, the baby-sitter was gone.

UNIDENTIFIED FEMALE: Everything she has told them so far has led nowhere.

UNIDENTIFIED FEMALE: The Anthonys admit Casey has lied to them again and again.

UNIDENTIFIED MALE: Caylee`s mother, Casey, abandoned her white 1998 Pontiac in the parking lot.

UNIDENTIFIED FEMALE: -tell what she knows about Caylee`s whereabouts and the little girl`s well-being.

UNIDENTIFIED MALE: Sheriff`s deputies testified Casey Anthony`s car did smell of decomposition, and one of their dogs smelled human remains.

UNIDENTIFIED FEMALE: Her own mother, locked up in jail, continues to keep her secrets locked up, as well.

(END VIDEO CLIP)

NANCY GRACE, HOST: Police desperately search for a beautiful 2-year- old Florida girl, Caylee, after her grandparents report her missing, little Caylee now not seen for 23 long weeks, last seen with her mother. So why didn`t Mommy call police?

Tonight: What happened? How exactly did tot mom Casey Anthony stump veteran police? Every investigation starts at the beginning. Under 24- hour protection and ankle-monitoring devices, Casey Anthony does the exact reverse from what bounty hunter Leonard Padilla predicts. She claims she couldn`t help the search for her daughter when she was behind bars. Why? Because her jail conversations were being recorded and released, thus pushing the kidnapper further away from Orlando.

Well, Casey Anthony fools her family again, offering nothing other than info detectives say doesn`t pan out. Padilla regrets posting the bond. Casey Anthony ends up back behind bars on charges of stealing from a friend. But the big question: Where is 2-year-old Caylee?

(BEGIN VIDEOTAPE)

GRACE (voice-over): It immediately took over national headlines, 22- year-old mom Casey Anthony decides not to report her 2-year-old little girl, Caylee, had vanished for an entire month, not to family, friends, or especially police. Tot mom Casey Anthony carries on a normal life, dining out, shopping spree, even getting a brand-new tattoo "La Bella Vita," the beautiful life. Her live-in boyfriend and the roommates didn`t have a clue little Caylee had disappeared -- no emotion, no concern, not a single tear, nothing.

(BEGIN AUDIO CLIP)

UNIDENTIFIED MALE: She wanted you to go to Fusian?

JESSE GRUND, CASEY ANTHONY`S FORMER FIANCE: Correct. Yes, sir. I declined. And I asked her -- well, first I asked her, Well, where`s Caylee? You know, You`re going to Fusian at this point. I knew that she`d had a falling out with her mother. How -- who`s watching Caylee? And that`s when she tells me Caylee is with the nanny at the beach.

(END AUDIO CLIP)

GRACE: July 15, grandmother Cindy Anthony makes a frantic 911 call, Cindy Anthony desperate to find little Caylee, now missing for four long weeks.

(BEGIN AUDIO CLIP)

911 OPERATOR: 911, what`s your emergency?

CINDY ANTHONY, MISSING TODDLER`S GRANDMOTHER: I called a little bit ago, the deputy sheriff. I found out my granddaughter has been taken. She has been missing for a month. Her mother finally admitted that she`s been missing...

(CROSSTALK)

911 OPERATOR: OK. What is the address that you`re calling from?

CINDY ANTHONY: We`re talking about a 3-year-old little girl! My daughter finally admitted that the baby-sitter stole her. I need to find her.

911 OPERATOR: Your daughter admitted that the baby is where?

CINDY ANTHONY: The baby-sitter took her a month ago, that my daughter`s been looking for her. I told you my daughter was missing for a month. I just found her today, but I can`t find my granddaughter. She just admitted to me that she`s been trying to find her herself. There`s something wrong. I found my daughter`s car today. And it smells like there`s been a dead body in it.

911 OPERATOR: OK, what is the 3-year-old`s name?

CINDY ANTHONY: Caylee, C-A-Y-L-E-E, Anthony.

911 OPERATOR: Caylee Anthony?

CINDY ANTHONY: Yes.

911 OPERATOR: How long has she been missing for?

CINDY ANTHONY: I have not seen her since the 7th of June.

911 OPERATOR: What is her date of birth?

CINDY ANTHONY: It`s 8-9-2000 -- oh, gosh, she`s 3 -- she`s -- 2005. Caylee`s missing! Caylee`s missing! Casey says Zanny took her a month ago! She`s been missing for a month.

(END AUDIO CLIP)

GRACE: Daughter Casey Anthony claims the tot`s kidnapped by the nanny, Zenaida Gonzalez, a nanny no one has ever met.

(BEGIN AUDIO CLIP)

911 OPERATOR: Is your daughter there?

CINDY ANTHONY: I`m on the phone with them!

911 OPERATOR: Is your daughter there?

CINDY ANTHONY: Yes.

911 OPERATOR: Can I speak with her? Do you mind if I speak with her? Thank you.

CINDY ANTHONY: I called them two hours ago, and they haven`t gotten here. Casey finally admitted that Zanny took her a month ago (INAUDIBLE)

911 OPERATOR: Ma`am? Ma`am?

CINDY ANTHONY: Casey (INAUDIBLE) they want to talk to you. Answer their questions.

CASEY ANTHONY, MISSING TODDLER`S MOTHER: Hello?

911 OPERATOR: Hello?

CASEY ANTHONY: Yes.

911 OPERATOR: Hi. Can you tell me what`s going on with this?

CASEY ANTHONY: I`m sorry?

911 OPERATOR: Can you tell me a little bit what`s going on?

CASEY ANTHONY: My daughter`s been missing for the last 31 days.

911 OPERATOR: And you know who has her?

CASEY ANTHONY: I know who has her. I`ve tried to contact her. I actually received a phone call today now from a number that is no longer in service. I did get to speak to my daughter for about a minute.

911 OPERATOR: OK. Did you guys call and report a vehicle stolen?

CASEY ANTHONY: Yes, my mom did.

911 OPERATOR: OK. So is it a vehicle stolen, too?

CASEY ANTHONY: No, this is my vehicle.

911 OPERATOR: What vehicle was stolen?

CASEY ANTHONY: It`s a `98 Pontiac Sunfire.

911 OPERATOR: OK. I have deputies on the way to you right now for that. But now your 3-year-old daughter is missing, Caylee Anthony?

CASEY ANTHONY: Yes.

911 OPERATOR: White female?

CASEY ANTHONY: Yes, white female.

911 OPERATOR: Three years old, 8-9-2005 is the date of birth?

CASEY ANTHONY: Yes.

911 OPERATOR: And you last saw her a month ago?

CASEY ANTHONY: Thirty-one days. It`s been 31 days.

911 OPERATOR: Who has her? Do you have a name?

CASEY ANTHONY: Her name is Zenaida Fernandez Gonzalez.

911 OPERATOR: Who is that, a baby-sitter?

911 OPERATOR: She`s been my nanny for about a year-and-a-half, almost two years.

911 OPERATOR: Why are you calling now? Why didn`t you call 31 days ago?

CASEY ANTHONY: I`ve been looking for her and have gone through other resources to try to find her, which was stupid.

911 OPERATOR: OK. Can you give me the name of the nanny again? Like, spell it out for me?

CASEY ANTHONY: Zenaida, Z-E-N-A-I-D-A.

911 OPERATOR: Last name?

CASEY ANTHONY: Fernandez.

911 OPERATOR: Fernandez?

CASEY ANTHONY: Hyphen Gonzalez. I think the officers are here.

(END AUDIO CLIP)

GRACE: Orange County sheriffs begin investigating a missing child, but no Amber Alert, no police report of a kidnapping ever issued. Why? Because tot mom`s story doesn`t add up. Tot mom Casey Anthony`s car reeks of a dead body, discovered abandoned at a local check-cashing shop.

CPL. YURI MELICH, ORANGE COUNTY SHERIFF`S OFFICE: Initially, on the 17th, when we had the car towed, our forensics technician met us downstairs. I actually went into the car to smell what the smell smelled like. Briefly, just before I came into the job (INAUDIBLE) I was a homicide detective for two years with Orange County sheriff`s office. And in my experience, the smell that I smelled inside that car was the smell of decomposition.

GRACE: And the so-called nanny who Casey Anthony accuses of kidnapping Caylee has never even heard of Caylee or Casey Anthony. The tot mom takes investigators on a scavenger hunt all over Orlando, but none of her so-called leads pan out. Her alleged job at Universal Studios, the nanny, her timeline, the cell phone records, none of it pans out. And she never explains why she refused to report Caylee missing for an entire month.

(BEGIN AUDIO CLIP)

CASEY ANTHONY: The horrible thing that happened is -- this is the honest-to-God`s truth of everything that I`ve said, I do not know where she is. The last person that I saw her with is Zenaida. She`s the last person that I`ve seen my daughter with.

MELICH: We know that`s not the truth. That can`t be the truth because if that were the truth, everything you would have told us would have been on the money. The addresses you would have taken us would have been on the money. Everything else would have matched. If you had told us the truth, we wouldn`t be here at Universal Studios at a place that you`ve been fired since 2006, with you trying to explain to us, you know, you got an office and all that stuff.

Basically, if you`re trying to fabricate a story to kind of make something look a little bit better, now is your time to tell me. Are you telling me that this is the story you want to stick with?

CASEY ANTHONY: It`s the truth. It`s the story I`m going to stick with, yes.

MELICH: OK. In your own words -- let`s go back. Your daughter`s name is Caylee, C-A-Y-L-E-E?

CASEY ANTHONY: Yes.

MELICH: Marie Anthony. She was born August 9?

CASEY ANTHONY: Two thousand five.

MELICH: OK. And according to your statement back on August 9 -- I`m sorry, back on June 9, 2008, you took Casey (SIC) to a baby-sitter`s house?

CASEY ANTHONY: Yes.

MELICH: And who is this baby-sitter?

CASEY ANTHONY: Her name is Zenaida Fernandez-Gonzalez.

(END AUDIO CLIP)

GRACE: July 16, an arrest finally goes down, Casey Anthony officially charged with child neglect, and of course, lying to police. A whopping $500,000 bond is set. And defense attorney Jose Baez enters the scene.

JOSE BAEZ, CASEY ANTHONY`S ATTORNEY: I can tell you that, based on my conversations with my client, what we ended up discovering based on these conversations was that there`s actually a very reasonable explanation for this whole delay in reporting the incident, or the kidnapping.

Unfortunately, she is under criminal charges at this time. I cannot disclose any of the specific discussions that I`ve had with my client that would possibly lead to a defense. The prosecution nor the police are not telling me everything they know, and I certainly don`t think that launching a proper defense would be disclosing every single thing that we know.

GRACE: When we come back, Casey Anthony tells police one lie after the next. Why?

(COMMERCIAL BREAK)

(BEGIN VIDEOTAPE)

GRACE: July 17, a team of investigators show up at the Anthony home. They`ve got a search warrant in hand.

CAPT. ANGELO NIEVES, ORANGE COUNTY SHERIFF`S OFFICE: At this point, we can`t talk about anything that was taken out of the house. We did return to the residence this morning with George Anthony and remove an item, some items in some of the bags. We`re not at liberty to discuss anything that was taken out of the residence, nor anything that would hinder or in any way hurt our investigation.

UNIDENTIFIED FEMALE: We know they took some evidence from the house. Can you at least talk about the bags of evidence?

CINDY ANTHONY: Back away from the car, or we`ll walk back in and get the deputies to come back out, OK? We are late. We should have been out of here an hour ago. We`ve got to go to (INAUDIBLE) There`s no story, guys.

GRACE: They searched the back yard and pool with a fine-toothed comb, even removing little Caylee`s back yard playhouse.

(BEGIN AUDIO CLIP)

GRUND: Caylee loved that playhouse. That was, like, her own little palace. She loved everything about it. She had her own little phone in there. She had a little kitchen set. I mean, she -- she absolutely and totally loved the playhouse. Every time I`d go outside and play with Caylee, any time I got the chance, right to the playhouse every time. She spent a lot of time out there with her grandparents and with Casey. And I believe that Casey -- if something would have happened to her, that would have been the first place that she would have put Caylee if she wanted to place Caylee`s body somewhere.

(END AUDIO CLIP)

GRACE: On the scene, cadaver dogs, who hit in the tot mom`s back yard.

JASON FORGEY, DEPUTY SHERIFF, K9 UNIT: I deployed him on the whole back yard. The dog actually alerted in the -- I believe it`s the southeast corner, over near a play area. I continued to work the dog through there, took the dog out. I called another cadaver dog handler that I know that works for Osceola County sheriff`s office, and had her come in for a secondary search. With that dog, I told her that we had probed three areas and how long it had been since we had probed it and that we had kept people out of the back yard since then. And that was the generic thing that I gave her. I went with her and watched her dog also, who I`m very familiar with. And her dog actually alerted in the same spot that my dog, K9 Garris (ph), did.

UNIDENTIFIED FEMALE: All right. To the odor of human decomposition.

FORGEY: Human decomposition, yes, ma`am.

GRACE: Cadaver dogs also hit on the tot mom`s Pontiac Sunfire.

FORGEY: Garris put his head inside the vehicle, looked straight towards the back seat. I had the tech work ahead of me and ventilate the trunk. Still in a counterclockwise manner, we came around to the trunk. Garris jumped up into the trunk, front paws, stuck his head in, backed back up, did the eye contact and moved to the right rear passenger side rear fender/trunk/taillight area and gave me a fine (ph) train (ph) on alert.

UNIDENTIFIED FEMALE: What does that mean?

FORGEY: He alerted to the odor of human decomposition.

UNIDENTIFIED FEMALE: In the trunk of that car?

FORGEY: Yes, ma`am.

GRACE: Then there`s the story told by tot mom Casey Anthony`s cell phone records.

(BEGIN AUDIO CLIP)

DPTY. APPLING WELLS, ORANGE COUNTY SHERIFF`S OFFICE: ... was it because you got to go to work and she watching, would you call during the day, call her up during the day and say...

CASEY ANTHONY: I would always call and check on Caylee or send a text message, or if I was on line, just to make sure that everything was OK. She would occasionally call me just to let...

WELLS: Can you get on line here at work? Can you send text messages from work?

CASEY ANTHONY: I usually just use my phone.

(END AUDIO CLIP)

GRACE: Over 500 calls and text messages, but not a single call from the so-called nanny, Zenaida Fernandez-Gonzalez, and significantly, absolutely no record of the mystery phone call mom Casey claims she got from Caylee just two days earlier.

(BEGIN AUDIO CLIP)

WELLS: You remember the phone call you were telling us about?

CASEY ANTHONY: Uh-huh.

WELLS: Is that true?

CASEY ANTHONY: Yes.

WELLS: Did you actually talk with -- what day was it you talked to her?

CASEY ANTHONY: Yesterday.

WELLS: You remember what time of day?

CASEY ANTHONY: Around noon. It was from a private number.

WELLS: OK. And what`d she tell you ? What`d your daughter say to you?

CASEY ANTHONY: She said, Hi, Mommy.

WELLS: And that`s it?

CASEY ANTHONY: And she started to tell me a story, talking to me about her shoes and books.

WELLS: It`s important that you tell me. I mean, maybe there`s something in what she said that can help us figure out where she is. What did she say?

CASEY ANTHONY: I tried to ask her where she was, but she just kept talking about the book that she`s been reading. We have videos of her reading the story, and she was telling me the story...

(CROSSTALK)

SGT. JOHN ALLEN, ORANGE COUNTY SHERIFF`S OFFICE: So she seemed happy and (INAUDIBLE)

CASEY ANTHONY: Fine.

ALLEN: Seemed fine, seemed happy?

(CROSSTALK)

CASEY ANTHONY: She seemed perfectly fine. There was nothing in the background...

ALLEN: Telling you about a book, telling you -- no sign of any type stress at all?

CASEY ANTHONY: Not at all.

ALLEN: Great. That`s wonderful. Now, let me ask you a question. Your daughter hasn`t seen you in over a month, and she`s not -- she`s...

CASEY ANTHONY: She was excited. She was excited to talk to me. But at the same time, it`s crazy that she didn`t get upset when she talked to me, which had it been my mom, I know it would have been...

ALLEN: Is that another thing...

CASEY ANTHONY: ... totally different.

ALLEN: Is that another thing that makes sense to you?

CASEY ANTHONY: She never gets upset when she talks to me, whether I haven`t seen her for an entire day, or if I had to work late at night and I didn`t see him almost an entire day until the next morning.

(END AUDIO CLIP)

GRACE: July 18, crime scene investigators show up at the Anthony home and leave with a shovel, a shovel mom Casey borrows from a neighbor at the time Caylee goes missing.

ALLEN: We did have a shovel. Once we put the information out to the public, we did have somebody call us and tell us that a shovel was borrowed on a day in close proximity to the being child missing. So we felt that this would be a good place to look.

GRACE: Behind bars, Casey Anthony lashes out at friends and family who ask for answers about little Caylee. Those heated exchanges caught on tape.

(BEGIN AUDIO CLIP)

CASEY ANTHONY: Waste my call sitting in, oh, the jail.

CINDY ANTHONY: Whose fault is...

CASEY ANTHONY: Sorry?

CINDY ANTHONY: Whose fault is you sitting in the jail? You`re blaming me that you`re sitting in the jail?

CASEY ANTHONY: Not my fault.

CINDY ANTHONY: Blame yourself for telling lies. What do you mean it`s not your fault? What do you mean it`s not your fault, sweetheart? If you had told them the truth and not lied about everything they wouldn`t...

CASEY ANTHONY: Do me a favor. Just tell me what Tony`s number is. I don`t want to talk to you right now. Forget it.

CINDY ANTHONY: I don`t have his number.

CASEY ANTHONY: Well, get it from Lee because I know Lee`s at the house. I saw Mallory`s car was out front. It was just on the news. They were just live outside the house.

CINDY ANTHONY: I know they were.

CASEY ANTHONY: Well?

CINDY ANTHONY: Well?

CASEY ANTHONY: Can you get Tony`s number for me so I can call him?

(END AUDIO CLIP)

GRACE: Next, more on the first 24 hours of the Caylee Anthony investigation.

(COMMERCIAL BREAK)

GRACE: July 18, Casey Anthony takes on her mother Cindy, brother Lee and friend Christina.

(BEGIN AUDIO CLIP)

CINDY ANTHONY: Casey?

CASEY ANTHONY: Mom.

CINDY ANTHONY: Hey, sweetie.

CASEY ANTHONY: Well, I just saw your nice little cameo on TV.

CINDY ANTHONY: Which one?

CASEY ANTHONY: What do you mean, which one?

CINDY ANTHONY: Which one? I did four different ones, and I don`t know -- I haven`t seen them all. I`ve only seen one or two so far.

CASEY ANTHONY: You don`t know what my involvement is in stuff?

CINDY ANTHONY: Casey...

CASEY ANTHONY: Mom?

CINDY ANTHONY: What?

CASEY ANTHONY: No.

CINDY ANTHONY: I don`t know what your involvement is, sweetheart. You`re not telling me where she`s at.

CASEY ANTHONY: Because I don`t (DELETED) know where she`s at! Are you kidding me?

CINDY ANTHONY: Casey, don`t waste your call to scream and holler at me.

(END AUDIO CLIP)

(BEGIN AUDIO CLIP)

LEE ANTHONY, UNCLE OF MISSING TODDLER: Hey.

CASEY ANTHONY: Hey. Can you give me Tony`s number?

LEE ANTHONY: I -- I can do that. I don`t know what real good it`s going to do you, at this point.

CASEY ANTHONY: Well, I`d like to talk to him anyway.

LEE ANTHONY: OK.

CASEY ANTHONY: Because I called to talk to my mother, and it`s -- it`s a (DELETED) waste. Oh, and by the way, I don`t want any of you coming up here when I have my -- my first hearing for bond and everything else. Like, don`t even (DELETED) waste your time coming up here.

LEE ANTHONY: Do you think Caylee`s OK right now?

CASEY ANTHONY: My gut feeling? As mom asked me yesterday and (INAUDIBLE) they asked me last night, the psychologist asked me this morning, that I met with through the court, in my gut, she`s still OK and it still feels like she`s -- she`s close to home.

LEE ANTHONY: OK.

CASEY ANTHONY: So I mean, that`s still my -- my best feeling at the moment. Again, if that changes, I mean, obviously, I`m going to reach out and say something immediately, but I know Mom will understand this better than anyone, that there`s that type of bond that you have with your kids...

LEE ANTHONY: Right.

CASEY ANTHONY: ... and it`s -- you know, it`s unexplainable, absolutely.

(END AUDIO CLIP)

(BEGIN AUDIO CLIP)

UNIDENTIFIED FEMALE: How come everybody`s saying that you`re not upset, that you`re not crying, that you show no caring of where Caylee is at all?

CASEY ANTHONY: Because I`m not sitting here (DELETED) crying every two seconds because I have to stay composed to talk to detectives, to make other phone calls, to do other things. I can`t sit here and be crying every two seconds like I want to. I can`t.

I know you`re on my side. I`m not trying to...

UNIDENTIFIED FEMALE: Nobody`s saying anything bad about you. Your family is with you 100 percent.

CASEY ANTHONY: No, they`re not.

UNIDENTIFIED FEMALE: Yes...

CASEY ANTHONY: That`s (DELETED) because I just watched the (DELETED) news and heard everything that my mom said. Nobody in my own family is on my side.

UNIDENTIFIED FEMALE: Yes, they are. Nobody has said...

CASEY ANTHONY: They just want Caylee back. That`s all they`re worried about right now is getting Caylee back. And you know what? That`s all I care about right now.

(END AUDIO CLIP)

GRACE: When we come back, police say mom Casey Anthony refuses to cooperate in the search for her little girl.

(COMMERCIAL BREAK)

(BEGIN VIDEOTAPE)

NANCY GRACE, HOST: July 21, investigators show George and Cindy Anthony photos of little Caylee visiting her great grandfather. Photos from mom Casey`s laptop. They were taken June 15th, Father`s Day weekend.

The pictures confirm Caylee was seen after June 9th. The date the tot mom tells cops Caylee was kidnapped.

DEP. APPLING WELLS, ORANGE COUNTY SHERIFF`S OFFICE: You last saw her June the 9th?

CASEY ANTHONY, MOTHER OF MISSING CAYLEE: Ninth. Monday.

WELLS: Do you remember what you all did on June the 8th?

C. ANTHONY: It`s a Sunday.

WELLS: I can`t think of what I did. But anything significant?

C. ANTHONY: I think I might have been at Tony`s. I think my mom took Caylee up to see her parents in Mount Dora. She either took us there Saturday or that Sunday.

WELLS: What`s Tony`s?

C. ANTHONY: It`s my boyfriend`s apartment.

WELLS: Oh OK. So it was like a day visit?

C. ANTHONY: For my parents or for my mom, yes. When my mom goes up there even just by herself or with my dad or I go up there with her.

WELLS: Your baby went up there with your mom to see her parents?

C. ANTHONY: See her great grandparents.

WELLS: Yes.

GRACE: You are seeing the last known images of little Caylee. The same day the Anthonys see these stunning photos, the grandparents turn over toothbrushes, a hair brush, a comb, Caylee`s oral thermometer, all for DNA.

CARLOS PADILLA, DEPUTY SHERIFF, ORANGE COUNTY SHERIFF`S OFFICE: There was some items that they felt that was of interest to the case. However, we`re going to be able to discuss as to exactly what was removed.

But, as you noticed, Mr. Anthony went with the detectives over there, and again, indicative of the cooperation that the family is having with us.

GRACE: That evening at the Orange County Jail, cops executed a search warrant and collected DNA sample including hair from Casey Anthony.

July 22, bombshell evidence emerges. A bond hearing for Casey Anthony goes down.

JUDGE STAN STRICKLAND, ORANGE COUNTY CRIMINAL COURT: As to these charges, I would say it is substantial, in fact, basically, includes a confession from her that she`s lying about the investigation. Not a bit useful information (INAUDIBLE) Miss Anthony as to the whereabouts of her daughter. I would point out that the truth and Miss. Anthony are strangers.

GRACE: On the stand, grandparents George and Cindy.

UNIDENTIFIED MALE: Do you need a moment?

CINDY ANTHONY, CASEY ANTHONY`S MOTHER: Yes. The first time I`ve seen Casey in a week. Go ahead. I`ll be all right. Go ahead.

UNIDENTIFIED MALE: All right?

CINDY ANTHONY: Yes.

UNIDENTIFIED MALE: Can you state your name and relationship to Casey Anthony?

CINDY ANTHONY: Cynthia M. Marie Anthony. I`m her mother.

UNIDENTIFIED MALE: OK.

So what about after she`s been incarcerated? Have you had an opportunity to speak to her?

GEORGE ANTHONY, CASEY ANTHONY`S FATHER: No, sir. I have not. This is the first time I`ve seen my daughter since then.

UNIDENTIFIED MALE: Are you a close family?

G. ANTHONY: I hope we are. I believe we are.

GRACE: Brother, Lee.

LEE ANTHONY, CASEY ANTHONY`S BROTHER: We connect on a level above anybody else. We love each other unconditionally. And we can tell each other things that we may not feel comfortable telling anyone else even our family members.

GRACE: And for the state, the lead detective.

CORPORAL YURI MELICH, ORANGE COUNTY SHERIFF`S OFFICE: There was a -- there was a very bad smell inside the car. After speaking to Casey extensively, after listening to all the stories, after trying to follow up all these leads, obviously, we started to having to look elsewhere and see if we could obtain information elsewhere.

And I remember that somebody had mentioned that there was a very bad odor in the car. So we asked Mr. And Mrs. Anthony if we can go ahead and seize the car, look for evidence inside of it. Mr. Anthony signed an affidavit allowing us to do so.

GRACE: July 22, police question the tot mom`s live-in, Tony Lazzaro.

ANTHONY LAZZARO, CASEY ANTHONY`S EX-BOYFRIEND: I got a call that to come pick her up that she ran out of gas. I asked her where she was and she said that she ran out of gas at that corner and that somebody helped her push her car into the Amscot. So then I went and picked her up.

UNIDENTIFIED MALE: No child that night before?

LAZZARO: No child with her at all. She had some groceries and some clothes.

UNIDENTIFIED MALE: Where were the groceries from?

LAZZARO: They weren`t actually groceries from the store. It was from her house. She had some freezer pops and like some Tyson chicken or something to make for dinner that night.

UNIDENTIFIED MALE: From grandma`s house?

LAZZARO: Yes, because it wasn`t in any bags. It just looked like normal plastic bags.

GRACE: Detectives learned about mom Casey`s lifestyle, her movements, her very thinking in the days and weeks leading up to and immediately following Caylee`s disappearance.

LAZZARO: She actually used to say that she didn`t -- that she was getting ready to not live at her house anymore with her child.

UNIDENTIFIED MALE: Where was she going to go?

LAZZARO: No particular place.

UNIDENTIFIED MALE: OK.

LAZZARO: She was just looking to move out because she was 22 and wanting to get her own place.

GRACE: July 26th and 29th, brother Lee sends investigators e-mails to prove babysitter Zenaida Gonzalez does exist, and to prove Casey Anthony did hold down jobs. But senior execs at Kodak and Color Vision her mom Casey claims to work, confirm her stories don`t pan out.

She hasn`t worked at Kodak since 2005. Casey Anthony even goes as far as allegedly faking a Universal Studio e-mail address.

SGT. JOHN ALLEN, ORANGE COUNTY SHERIFF`S OFFICE: When the police do get involved, OK, when your parents involved the police, in an attempt to locate your child because they`re worried.

C. ANTHONY: Mm-hmm.

ALLEN: The first thing you do, OK, is you lied to the detective who`s job it is to try to find your daughter and get her back into safe hands, OK. You give him all kinds of bad addresses to look at, right? OK? So far I`m on track, correct?

C. ANTHONY: Mm-hmm.

ALLEN: OK. Then you bring us out to Universal where you say you work in an office, to try to help find stuff that will help us find your daughter. I`m on track so far, OK?

C. ANTHONY: Mm-hmm.

ALLEN: And we get here, we walk all the way down the hall to where you tell us you don`t really work here. You don`t have an office here, OK?

C. ANTHONY: Mm-hmm.

ALLEN: So far everything I`ve said is true, correct?

C. ANTHONY: Mm-hmm.

GRACE: According to police, the e-mail was bogus. Universal confirms there is no such person and says the e-mail address is a fake.

MELICH: I can tell you now that everything you told me is a lie. Everything that you`ve told me this morning from -- from Zanny, from the addresses, from Universal, from all these people that you`ve talked to including people that you never told me their names, and I found them and talked to them.

C. ANTHONY: Mm-hmm.

MELICH: You know, everything that you`ve told me this morning is a lie. Every single thing. That there`s one of two options right now. You need to tell me the truth and we can work with that.

C. ANTHONY: Mm-hmm.

MELICH: Or if we continue down this path and continue lying, I can tell you that when this snowball gets to the bottom of the hill, the only person who`s going to get hurt is you.

C. ANTHONY: Mm-hmm.

ALLEN: That`s not true. A lot of people around you get hurt.

MELICH: Your parents.

C. ANTHONY: A lot of people are hurting right now and.

ALLEN: And you know what? One person could put a stop to that.

C. ANTHONY: I`ve been trying.

GRACE: July 30, the Appeals Court, Daytona Beach denies the defense demand to lower tot mom`s $500,000 bond. Mom Casey stays put behind bars in a private cell.

July 31, detectives sit down with grandmother, Cindy, to go over a timeline surrounding Caylee`s disappearance.

CINDY ANTHONY: I talk to her every day. I talk to her every day.

UNIDENTIFIED MALE: Every day you talk to the baby or just.

CINDY ANTHONY: No.

UNIDENTIFIED MALE: No?

CINDY ANTHONY: I -- no. I didn`t -- I stopped talking to Caylee the six - - the last day I talked to Caylee was the 15th. I did not have a conversation with Caylee after that.

Now George had conversation with her in the morning because she was there in the morning, had breakfast, did the normal stuff.

UNIDENTIFIED MALE: No time here though?

CINDY ANTHONY: Nope. None at all.

UNIDENTIFIED MALE: OK.

CINDY ANTHONY: And that was -- every time her and I would talk, Caylee wasn`t with her or something. You know there was something going on. That`s why I think she`s fabricated this whole story, so that she would justify to me why I couldn`t talk to Caylee, because she knew that if it wasn`t a reasonable thing, then I would say, "Where the hell are you and I`m coming to pick Caylee up because something`s wrong."

I lost my granddaughter, OK?

UNIDENTIFIED MALE: Caylee, we`re looking for -- Casey.

CINDY ANTHONY: I lost my granddaughter.

UNIDENTIFIED MALE: Cindy, listen to me. Please, let me.

CINDY ANTHONY: You guys were so good the first four days. You guys were so good at coming to the house and everything, and then it stopped. No one came from missing persons. No one came from anything. We`re in the dark.

So we`re a grieving family, frustrated as heck because I didn`t even care where was at. I still don`t care where Casey`s at. All I want is Caylee back. Do you understand that?

GRACE: Same day, police commence a second interview with Casey`s former fiance, Jesse Grund, the man she accuses as little Caylee`s biological dad, a claim, like everything else, that turns out to be a lie.

JESSE GRUND, CASEY ANTHONY`S EX-FIANCE: Do I believe it`s possible that someone, that Caylee did have a nanny and Casey lied to her enough about her family that she thinks that she`s protecting them right now? That she thinks she`s protecting Caylee? I don`t see why not.

We can all tell that from the last couple of years, Casey is a very effective liar. I think I`d use the word diabolical to describe the way she lies.

GRACE: The month of August kicks off with real life CSI, swarming the Anthony home, seizing multiple bags of evidence, including two gas cans tot mom allegedly stole from her own family.

G. ANTHONY: I called my wife and I said, hey, guess what happened to day? She said what? I said someone broke into our shed and stole the gas, the gas cans and she said, you`re kidding me. I said I`m not joking.

The reason why I`m bringing that very specifically is because I have thought or I have caught my daughter, I know she`s been taking gas and using it, because I can see that on her car, on the side of her car because I could see spill marks. When you spill gas on the car, it leaves a mark.

Many times I`ve confronted her about it, I said listen, if you`re using it, I don`t care. Just put it back. I don`t care.

While she`s in her room, she shouts out to me, oh by the way, I talked to mom and I understand something happened here at the house. I said in reference to? She says, oh the gas cans. I said oh yes, isn`t that something? Oh yes, Dad, that`s terrible.

So me being this investigator thing come though. I know my daughter`s not leveling with me and I know what she`s done in the past.

My gas cans were stolen on the 24th of June. I mean there`s a report about that. They just want to come in and there`s lining everything up. They`re doing a thorough investigation, but I said whatever you guys want to take from my house, you want to take the shingles off the roof, I don`t care. You do what you need to do to bring my granddaughter back.

GRACE: When we come back, mom Casey takes cops on a wild goose chase delaying the search for her little girl.

(COMMERCIAL BREAK)

GRACE: The grandfather, George, tells police about an angry confrontation with mom, Casey, over the gas can, with mom, Casey, fighting to keep her own father far away from the trunk of her car.

G. ANTHONY: I said, hey, Case, you know in the back of the trunk of the car we got these metal wedges to put underneath the -- your wheel of the car if you jack your car up so it doesn`t move? I said hey I want to get that one out of your car because I`ve got one already in the garage.

I want to get that other one because I want to go ahead and rotate your mom`s tires over this weekend. In case you`re not home, I like to be able to do it. Oh Dad, I`ll get it out for you. Case, I`ve got an extra set of keys, I`ll go into the trunk and get it. So her and I got into a little verbal.

UNIDENTIFIED MALE: She didn`t want you to go.

G. ANTHONY: She didn`t want me to go into the trunk of her car, so as I`m getting ready to go out through our inter-garage door in front of the big garage door, she just blows right past me and she said, Dad, I`ll get your thing. She said something very crude to me that I don`t appreciate.

So as I`m walking out the garage with her I`m walking at a pretty decent pace and she`s almost running out to her car. She said, Dad, I`ll get it. I know where it`s at. I said, Casey, I`m capable of reaching inside your trunk of your car and unbolting the thing because when I bolt stuff down I crank it down.

And she said, Dad, I`ll get it. As I`m walking, I just get pass the passenger rear taillight through her car, she throws open the trunk, she says here`s F-ing cans.

GRACE: August 4, George and Cindy sit down for more police interviews, and it`s all caught on video and audiotape.

CINDY ANTHONY: I think that Zanny at this point was a real person in the beginning But I think Zanny is now whoever`s watching Caylee. In my mind.

UNIDENTIFIED MALE: Transferred the responsibility?

CINDY ANTHONY: The name -- yes, so I think she refers to -- I believe.

UNIDENTIFIED MALE: So do you think we`re spinning our wheels looking for a Zanny?

CINDY ANTHONY: I`m not sure. But my -- I have to two theories and I`ll share that with you. I think Zanny could either be Amy or Jesse at this point. It just seemed like -- from our perspective, all it seemed like from day one you guys were building a case against Casey as a murderer.

UNIDENTIFIED MALE: We.

CINDY ANTHONY: She`s not a murderer.

UNIDENTIFIED MALE: We.

CINDY ANTHONY: One thing I know is she loves that child.

G. ANTHONY: Ninety percent of the time or more, it was my wife watching -- our granddaughter. Very few times that I actually watched her by myself because of scheduling.

UNIDENTIFIED MALE: She was almost more of a mother figure than Casey.

G. ANTHONY: Yes. I think it happened from the day she was born as a matter of fact. I don`t know if my wife shared that with you guys or not, but the day that she was born, after they got done cleaning my granddaughter up and stuff like that, who they hand her to was my wife and my daughter has always.

UNIDENTIFIED MALE: Harbored ill feelings?

G. ANTHONY: Yes, there`s been some toughness right there, yes. She`s thrown it at my wife`s face a few times, yes. I have to be honest. She has. She said seems like Caylee goes to you guys more than she does to me.

Well, it`s not that we`re trying to take her away from her, it`s just that we`re there. We`re constantly there with that little girl, you know? She sees us every day. Did she ever call my wife mommy? No. Did she ever call me daddy? No. It`s ways been Joe-Joe, grandpa, papa or something like that or.

UNIDENTIFIED MALE: You just play the strong parental figure.

G. ANTHONY: Absolutely. I mean it`s -- I want the best for that little girl.

GRACE: George Anthony`s timeline of events reveals the last time anyone interviewed by police saw little Caylee alive.

G. ANTHONY: The 16th is when I actually saw Casey and Caylee together. They were both leaving with backpacks and my daughter said she was going to work and she was taking Caylee to the nanny, to the babysitter.

And I know it was 10 minute to 1:00 because I was watching this food channel thing that I watch between noon and 1:00. So I`m positive. That I know for a dog gone fact.

GRACE: Cindy Anthony admits she takes clothes, pants, boots from tot mom`s car, and washes them, all before that frantic 911 call. She leads investigators back to the Anthony home, again. This time, CSI seizing pants, skirts, shirts, jeans, all belonging to mom Casey Anthony.

CAPTAIN ANGELO NIEVES, ORANGE COUNTY SHERIFF`S DEPT.: The FBI is assisting us with the examination. And we`re using their lab in order to submit our evidence and our information.

They will return that information back to us when they`re ready, and obviously when they are ready and obviously when they`re -- when they`re done with the examination of those items.

We also have their federal law enforcement, FDLE, lab as well assisting in that effort and we will continue to monitor that information and progress as we received those results.

GRACE: After several jail house phone calls and videotapes released, Casey Anthony refuses all visits with family.

CINDY ANTHONY: It was very difficult for me not to go see her today. But I think it`s in Caylee`s best interests. I think it`s for her safety, because those recordings are -- you know, the videos are public, can be public record.

So it was very hard decision for me, but it`s all about Caylee. And it`s all about her safety. So as much as I wanted to go see Casey today, and visit with her, you know, I couldn`t.

GRACE: August 8, mom, Casey, rejects a visit from her own brother, Lee Anthony.

UNIDENTIFIED MALE: Do you think your sister is being truthful?

L. ANTHONY: To the best of her ability right now, I do. Frankly, I wouldn`t still be here if I didn`t think she was trying to cooperate with me.

GRACE: August 9, not only does Casey Anthony refuse to cooperate in a search for Caylee from behind bars, it`s Caylee`s third birthday.

NIEVES: Well, again, this is something that she needs to consider. We`re talking -- we will continue to do everything we can. It is frustrating. Again, Casey is the key to this investigation. She knows what she did. She knows what time was the last time she saw the child, who she may have left the child with.

Our concern is to find Caylee, who`s going to be 3 years old on Saturday. That`s our concern. What we need to do is receive information from Casey and nothing but the truth. We need that information.

Caylee`s birthday is on Saturday, on the Saturday, the 9th. She deserves nothing less than to be home with her family.

GRACE: Her birthday cake, party balloons, and her favorite meal chili, all waiting. But August 9 comes and goes, little Caylee still missing.

G. ANTHONY: We have a small cake inside. We have the number 3 on it and we`re going to light it. This is a tough day for us. If you guys have children, or if you`re grandparents, you can understand. These days like today don`t come around very often. When they do, they mean more to you than anything.

CINDY ANTHONY: And I still know my granddaughter`s out there. And I know she`s going to come home to us. So, you know, she didn`t make it home by her birthday, but it`s just a day.

GRACE: Next, more on the desperate search for little Caylee.

(COMMERCIAL BREAK)

GRACE: On the heels of her daughter`s birthday, Casey Anthony canceled the jail house visit with parents. The second time in three days she refuses to see family.

CINDY ANTHONY: I`d like to see her. But, you know, what am I going to say? If she wants to, you know, not see us, that`s her prerogative.

GRACE: The search intensifies for little Caylee while grandfather George drives streets and highways, with a Caylee billboard, hoping to generate tips in the little girl`s disappearance.

The Anthonys bring in their own PI, announcing they have Caylee`s alleged kidnappers under surveillance. Mom Casey claiming all the while she can`t talk about what really happened for fear of retaliation.

MELICH: Why didn`t you call prior to today?

C. ANTHONY: I think part of me was naive enough to think that I can handle this myself, which obviously I couldn`t. And I was scared that something would happen to her if I did notify the authorities or got the media involved, or my parents which I know would have done the same thing.

Just the far of the unknown, fear of the potential of Caylee getting hurt, of not seeing my daughter again.

GRACE: August 16, a Sacramento bounty hunter, Leonard Padilla, flies to Orlando to put up the $500,000 bond. Tot mom still not cooperating with police or family. Padilla believes he`ll be the one to convince her to talk. He even announces he`ll find Caylee alive in just one week.

LEONARD PADILLA, BOUNTY HUNTER: I believe that she made a mistake. I believe that her daughter was handed off to somebody. I believe that the daughter is alive.

UNIDENTIFIED FEMALE: Do you still estimate it will take a week to get her back?

PADILLA: A week from today.

GRACE: Early-morning hours, August 21, after 37 days in isolation, tot mom Casey Anthony walked free from the Orange County Jail. And still, no one any closer to finding Caylee.

(END VIDEOTAPE)

GRACE: Thank you for being with us, inviting all of us into your homes. For being with us on this special "Nancy Grace Investigates: The Caylee Anthony Investigation, the First 30 days."

I`ll see you tomorrow night, 8:00 sharp Eastern, and until then, good night, friend.

END

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