This is a partial transcript of The Big Story With John Gibson, November 21, 2003, that has been edited for clarity.

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UNIDENTIFIED MALE: Here is a special bulletin from Dallas, Texas. Three shots were fired at president Kennedy's motorcade today in downtown Dallas, Texas.

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JOHN GIBSON, HOST: That was one of the first reports of President John F. Kennedy (search) being shot 40 years ago. Texas Governor John Connelly (search) was also shot and wounded. His wife, Nellie, was also in the car that day and she is here to talk about it.

Mrs. Connelly is the author of the book From Love Field: A Remembrance. The big question, Mrs. Connelly, what is your strongest memory of the day JFK was assassinated?

NELLIE CONNELLY, AUTHOR, FROM LOVE FIELD: The whole day is a strong memory. I'll never forget after it was over, I'll never forget Jackie's red roses all over the car, my yellow roses all over the car, blood all over the roses of John's and Jack's. Horrible. Hideous.

GIBSON: Now your husband was John Connelly, the governor of Texas at the time.

CONNELLY: Yes.

GIBSON: The bullet acing — there he is.

CONNELLY: It's been a while.

GIBSON: It's been a while since you've seen that video?

CONNELLY: Yes.

GIBSON: He is a handsome guy.

CONNELLY: Sure was.

GIBSON: Where was he hit?

CONNELLY: The bullet went under his shoulder blade and went through five inches of his fifth rib into his lung, crushed his wrist, and landed in his leg. Pretty big bullet.

GIBSON: And it has been described as the ...

CONNELLY: Sucking wound.

GIBSON: Miracle bullet to be able to have ...

CONNELLY: No. No. They're wrong. Are you referring to the bullet that was supposed to have gone through the president and then through John?

GIBSON: Yes.

CONNELLY: Wrong.

GIBSON: That didn't happen?

CONNELLY: No. The first bullet hit the president. I turned, I saw his hands fly up to his neck. And I saw him slump down in the seat. He said nothing. His eyes looked horrible. John couldn't see him because he was seated in front of him. He turned to his right. He couldn't see him. He turned to his left. He couldn't see him. He was turning back when the second shot came that went through John. Now if you want to argue with me, let me ask you something.

GIBSON: I don't want to argue you with, but do tell me.

CONNELLY: If you were a little bullet and you had gone through the president's neck, would you hang there in the air while John turns, turns, turns? The first bullet hit the president, the second bullet hit John Connelly.

GIBSON: Now I take it, then, that you have no quarrels with the Warren Commission report and the conclusions of this ...

CONNELLY: I do with the Warren Commission (search) — the Warren report because they said the first bullet went astray. The second bullet went through the president and John Connelly. And that's wrong.

GIBSON: So, do you think we have a pretty good understanding of what happened?

CONNELLY: Well, I have a pretty good understanding of what happened because I was right there while it was happening.

GIBSON: Do you think you know who did it?

CONNELLY: Yes. I think I know.

GIBSON: And who was it?

CONNELLY:Lee Harvey Oswald (search).

GIBSON: Oswald. And don't forget that about 10 years later, when John was secretary of the treasury, he had all those records sent to him. And he studied every record of the Kennedy assassination. And we found nothing to change our mind.

GIBSON: We're looking at a picture, by the way, of Dealey Plaza live right now. And I think they're pushing in on the sixth floor window of the Texas School Book Depository. Now your husband, I was just informed, the former governor, actually signed the dishonorable discharge papers of ...

CONNELLY: Yes.

GIBSON: ... Lee Harvey Oswald?

CONNELLY: Yes, and see he was appointed secretary of the Navy by John F. Kennedy. But John was back in Texas running for governor when they discovered that he had signed Oswald's discharge papers.

GIBSON: So, what do you think — I mean, now that you — you've studied this, you've lived through it, you were as close as anybody could be to it. You are the only surviving member of the back of that car that day.

CONNELLY: Correct.

GIBSON: Your husband died a few years ago.

CONNELLY: The Kennedys are both gone.

GIBSON: The Kennedys are both gone. What do you think that did to our country?

CONNELLY: Well, it was — it was supposed to have been the end of innocence. We'll never have innocence in our country. We have everything here. So, I don't know. I don't know what it was.

GIBSON: Do you think we came through it okay?

CONNELLY: Well, yes.

GIBSON: After all these years?

CONNELLY: I think so. I think so. But bad things are happening all around and I think they always will continue.

GIBSON: It's been 40 years...

CONNELLY: I cannot believe it's been 40 years. I cannot believe I'm the last one alive in that car. I cannot believe that the notes I wrote for my grandbabies that were not even born that I would never see have suddenly become so important.

GIBSON: Nellie Connelly, the book is From Love Field. Love Field, of course, the airport from in Dallas. Ms. Connelly, it is really a thrill to see you. Thank you very much for coming in.

CONNELLY: Thank you for having me.

GIBSON: See you back in Texas.

GIBSON: You sure will.

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UNIDENTIFIED MALE: From Dallas, Texas, the flash apparently official, President Kennedy died at 1:00 p.m. Central Standard Time.

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