Missing Tot's Mom: 'It Still Feels Like She's Close to Home'

This is a rush transcript from "On the Record ," July 28, 2008. This copy may not be in its final form and may be updated.

MEGYN KELLY, FOX NEWS HOST: Cindy Anthony speaks, and she is angry. I'm Megyn Kelly, in for Greta Van Susteren. Casey Anthony's mother, Cindy, speaking to FOX News moments ago, saying she is frustrated with the way her missing granddaughter's case is being handled and going "On the Record" with our team on the ground in Florida. This is coming in raw. Bear with us and take a listen.

(BEGIN VIDEO CLIP)

CYNTHIA ANTHONY, GRANDMOTHER OF MISSING CHILD: (INAUDIBLE) Not going to get me in trouble with the deputies, so...

ROZZIE FRANCO, WFLA RADIO: You're not going to get in trouble with the deputies!

CYNTHIA ANTHONY: Oh, I absolutely am because any time I say anything remotely negative, then it just pushes them further away. And they haven't sat down and talked to us since a week ago Saturday -- it's been over a week -- about the status of this case. The only thing that they ever did was come to our house last Monday, telling us that they're going to testify against Casey at her bond hearing, which, you know, I figured they would anyway. And I still don't have my laptop they promised me last Monday. I still don't have my phone back -- or not my phone, my...

Watch the Interview, Pt. 1 | Pt. 2

FRANCO: Cindy, why do you feel like they're going to testify against Casey?

CYNTHIA ANTHONY: They already did. I'm saying when they testified against her at the bond hearing, you know, they came to the house and said, Oh, we have to testify. Well, you know, no kidding. They're the ones that put her there, so I would think they're going to justify their reasons.

But you know, the family is going stir crazy because there's only so many things that I can do to put the word out about Caylee. And until the media and the sheriff's department comes out and starts telling the public that they are actively looking for this little girl and telling us what they're doing about it, it's like they're not doing anything.

FRANCO: Right. We asked them today. We asked them about a grid pattern from your home and why they haven't done that and why they're not searching actively. What do you think? What are your thoughts on that?

CYNTHIA ANTHONY: I don't know. I mean, they had receipts that could have traced my daughter's last actions for the last month. They didn't want them. They didn't even want to go through any of her personal things. It's too late now, guys. I've already put her stuff away. So you know, I let it sit out in her bedroom for the last week-and-a-half, and no one's wanted to comb through any of the stuff that we took from the apartment.

I mean, I don't get it. You know, either you're looking for my granddaughter or you're building a case against my daughter. You know, do something. You know, I'm sick and tired of the fact that we're sitting here, we're in the dark, we're aching every day because we don't have our granddaughter with us. And people out in the public are getting frustrated because, you know, they believe that my daughter's...

FRANCO: Alive.

ANTHONY: ... My granddaughter's alive. They believe in my daughter. Everybody that knows Casey knows that she's going to do everything she can to protect Caylee. She's not going to hurt her.

FRANCO: Talk to us about the receipts. What kind of receipts did the Orange County sheriff...

CYNTHIA ANTHONY: She has receipts from going to the grocery story, from going shopping, from doing whatever. They could have went back at the stores to see if Caylee was with her. They could have done a whole lot of things. They haven't -- you know, they didn't. So it's too late now to go back. I don't have those anymore.

And I'm -- frankly, I'm not holding any more stuff for them. Anything I have I'm going to give to whoever I have, a private investigator, her attorney or whatever that acts like they care about my granddaughter. And I'm frustrated. I just want one of them from the sheriff's department to call me and give me some respect, give my husband some respect, and give us a little update.

They were so good about coming here every day for the first three days and -- because they knew we were giving them everything they wanted, and I've given everything they wanted. I opened my home to them. I let them search my back yard without question. I let them take my computers without question. You know, they said they're done with them. I can't even get on the -- on my daughter's side of our desktop because they changed the password. And I can't get my granddaughter's pictures to even look at them.

And I feel like I'm the one that's being punished for trying to look for my granddaughter. And I can't keep doing this day after day. I'm getting harassed by the media. My son gets chased down on his way to see his sister this morning. And then they wonder why he ran out of there afterwards? I mean, what the hell were they going to get from him on his way, driving? What do you think you're going to get on the expressway from someone that you have to keep speeding up and making someone feel so uncomfortable? My son's a tough person, but he called me this morning, he said, Mom, this is the first time I felt like my life was in danger.

FRANCO: Right. Absolutely. He's been a tough person in media.

CYNTHIA ANTHONY: And you know what? Channel 9, I didn't out you this morning, but I'm outing you now. You know, I never had a chance to call the station or report it to the manager, but I want those people reprimanded. I want them fired because I'm going to bring formal charges again if it happens again because this has to stop. Quit harassing her friends. Her friends trying to speak to the authorities. They won't return their phone calls.

But they don't need to be on the media. They've already said Casey is a great mom, that she's always taken good care of Caylee, she's always been worried about Caylee, that she's been around cigarette smoke or whatever. This Zenaida person's been in Casey's vocabulary for the last three years. Do they think that she's been plotting to murder her child for three years now? Come on. Give me a break! Look at the common sense stuff...

(END VIDEO CLIP)

KELLY: And there you have it. And Cindy is not the only one talking, tonight police releasing a jailhouse call that Cindy's daughter, Casey, made to her brother from behind bars. It happened just this past Saturday. Listen closely because this call may contain some important clues.

(BEGIN AUDIO CLIP)

LEE ANTHONY, BROTHER: Here's an FYI for you so you can conduct yourself accordingly.

CASEY ANTHONY, MOTHER OF MISSING CHILD: Yes.

LEE ANTHONY: Everything is public record, including this phone call, including the visitation videos.

CASEY ANTHONY: Yes.

LEE ANTHONY: So all that stuff is going to end up being released at some point.

CASEY ANTHONY: Oh, I know it.

LEE ANTHONY: I had no knowledge of that whatsoever.

CASEY ANTHONY: They told me about it yesterday.

LEE ANTHONY: They told me that after we got on the (INAUDIBLE) we did that. So...

CASEY ANTHONY: Yes.

LEE ANTHONY: ... there's obviously some things that I may have asked in a different -- I would have asked in a different way.

CASEY ANTHONY: Yes. Absolutely.

LEE ANTHONY: And I don't want you to, you know, feel for any reason that, you know, we're not on your side about anything because it's because we are about everything. We are completely behind you.

CASEY ANTHONY: Oh, I know.

LEE ANTHONY: And being completely behind you, our entire focus, all our days, every second of every day is consumed with about what can we do to find Caylee.

CASEY ANTHONY: Yes. Oh, absolutely.

LEE ANTHONY: Is there anything specific -- I know you're going to meet with, you know, the investigators and everything. You know, is there anything specifically, the details that you want to clarify to me now, so when I'm following up on my own leads and my own information, putting this stuff together, you know, then I can start working on it now?

CASEY ANTHONY: At the moment, there's nothing (INAUDIBLE) nothing that, you know (INAUDIBLE) Again, I'll put something together before I see her day (ph) or when I see her day (ph), and you know, make sure that I have something also to put (ph) out.

LEE ANTHONY: Right.

CASEY ANTHONY: (INAUDIBLE) Everything.

LEE ANTHONY: OK. And just remember, when you get to talk to those guys, you know, you mentioned that, you know, you're going to have your prep and everything with Jose. But remember, truth don't hurt.

CASEY ANTHONY: Oh, I know it doesn't, but...

LEE ANTHONY: You know...

CASEY ANTHONY: ... There are things that I have told them (INAUDIBLE) to not use to their benefit. I gave them the same resources that I gave you, and you found out 100 more things than they did...

LEE ANTHONY: Right.

CASEY ANTHONY: ... And they were given the same information.

LEE ANTHONY: Right.

CASEY ANTHONY: So it's just about the approach, I guess, and using the resources to their full extent.

LEE ANTHONY: You think Caylee's OK right now?

CASEY ANTHONY: My gut feeling? Mom asked me yesterday (INAUDIBLE) the psychologist asked me this morning that I met with through the court (ph). In my gut, she is still OK and it still feels like she's close to home.

LEE ANTHONY: OK.

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

LEE ANTHONY: Right.

CASEY ANTHONY: And it's -- you know, it's (INAUDIBLE)

LEE ANTHONY: Did you speak with Caylee over the phone at any time?

CASEY ANTHONY: I did one time, yes, and that was actually the day that Mom had called the police.

LEE ANTHONY: OK. Do you remember what time you spoke to her?

CASEY ANTHONY: Around noon. It was through a private (ph) call.

LEE ANTHONY: OK. Did you ever have or did you ever call the baby- sitter on your cell phone or ever receive a call from the baby-sitter on your cell phone?

CASEY ANTHONY: I most definitely did.

LEE ANTHONY: Can you give me any day or anything whenever you think you may have received that?

CASEY ANTHONY: Any specific day? (INAUDIBLE) text messages, so I mean, the number would show up even on that.

LEE ANTHONY: OK.

CASEY ANTHONY: I can't think of any specifics. I mean, my days are all thrown (ph) together. At least I know what the day is today, but as far as from the last couple months, I have no exact, you know, time or date. If I can think of something...

LEE ANTHONY: Do you remember an area code?

CASEY ANTHONY: The last number that she called me from was the 954 number, which (INAUDIBLE) Fort Lauderdale number.

LEE ANTHONY: OK.

CASEY ANTHONY: I know because Amy (ph) is also in a similar (ph) area code.

LEE ANTHONY: Right.

CASEY ANTHONY: She has also called me from a 407 number, from a 321 number. There's been different numbers different times, not necessarily on different days but it just depended on the number that she had at the time.

The phone that I'm currently using, or I guess that the police still have or if you guys have it, I had set it up after the fact to just save things to my sim card (ph). But you can also save it to just the phone or to the sim card and the phone, so there's copies on both.

LEE ANTHONY: OK. So this blackjack (ph) -- where did you -- you said that you reported it missing and (INAUDIBLE) Give me the information so I can find this phone.

CASEY ANTHONY: The last time I know I had it for certain, I was at the Universal.

LEE ANTHONY: For work or for otherwise?

CASEY ANTHONY: I was in through the park, talking to just a couple mutual friends up there.

LEE ANTHONY: So you were up there for fun or whatever.

CASEY ANTHONY: It wasn't necessarily fun, but yes, not through work at that moment.

LEE ANTHONY: I got you. Would you have had her or anybody's information, even this -- even Jeff (ph) that's introduced you, or Juliet (ph), that also, you know -- or correct me. Is there anybody else that knew you were searching for Caylee?

CASEY ANTHONY: Outside of them, no.

LEE ANTHONY: OK. Outside of Zanny (ph), Jeff and Juliet, nobody else knew, correct?

CASEY ANTHONY: I hadn't talked to anyone else about it, no.

LEE ANTHONY: OK. Where did you meet Jeff and Juliet from again?

CASEY ANTHONY: Universal.

LEE ANTHONY: And when you were working for...

CASEY ANTHONY: Jeff through Kodak. I could have met Juliet while I was working for Kodak. I don't remember (INAUDIBLE) known her also for about two-and-a-half, three years.

(END AUDIO CLIP)

KELLY: Well, coming up, analysis of the statements you just heard from both Casey and Cindy Anthony. What clues are there for investigators? We are live on the ground in Florida, digging for answers. We're covering angles you will see nowhere but here.

And later: Shia LeBeouf is in deep trouble tonight. The actor's been arrested and has gone to the hospital in surgery. And who is the actress that was reportedly with LaBeouf when the arrest went down? Here's a hint. Her boyfriend might not be too happy about it. Stay with us.

(COMMERCIAL BREAK)

KELLY: Well, two-year-old Caylee Anthony is missing. Her mother, Casey, is in jail tonight. And this case gets stranger and stranger every day.

Joining us live now in Orlando is Rozzie Franco, reporter for WFLA radio in the Florida News Network. You just heard her interview with Cindy Anthony, the grandmother. Rozzie joins us live tonight. Good evening, Rozzie. Unbelievable anger coming from Cindy Anthony tonight there. She is ticked off at the police. Exactly why?

FRANCO: Exactly, Megyn. This case gets more bizarre or bizarre as it goes on. She has a contempt when she talks about the Orange County sheriff's office, rather, and she says it's because they're not helping her. Now, when I talked to Deputy Carlos Padilla (ph) this evening, he said they're tired of interviewing Casey because they're tired of her lies. Now, I did learn that the FBI is also involved in this case, and I learned that the FBI has not interviewed her. Her attorney, Joe Baez, has restricted most interviews or all interviews that she could very well give to these authorities.

And the latest in the investigation is that Casey's attorney, Jose Baez, says that he's requested a motion that all interaction between the family, through phone calls or any kind of visits to the jail, that they not go into public records. Now, under the...

KELLY: Right. He's upset that they're getting released to the media. Let me interrupt you, Rozzie, because I want to ask you about something you just said. You're telling me that the deputy sheriff told you that the reason they are no longer talking to Casey Anthony, the mother of the missing child, is that they are quote, "tired of her lies."

FRANCO: Well, now, they have tried to talk to Casey, and Jose Baez has restricted their communication. And every time they talk to her, they say it's lie after lie after lie. And we had an interview with Deputy Carlos Padilla earlier today, and you can see that in the interview.

KELLY: And you talked to him about some very interesting things, including the shovel. Tell us about the shovel.

FRANCO: That was very interesting. Now, this was a key piece of evidence that the media has not talked about lately. Now, the shovel is still under forensic examination. And when we asked...

KELLY: It's a shovel that Casey borrowed from a neighbor.

FRANCO: Exactly, the shovel that Casey borrowed from the neighbor. And we asked Deputy Carlos Padilla if there was DNA on the handle of the shovel and also on the blade of the shovel. We asked him if there was possible DNA from Casey on the handle and possible DNA from Caylee on the blade, and he said he could not confirm or deny that. Now, we asked him when that shovel would be back from forensics, and he could not tell us that, either. But it is still in forensics, as a number of other things...

KELLY: Rozzie, was he able to say...

(CROSSTALK)

KELLY: ... Because I spoke with Casey's lawyer earlier today, Jose Baez, and he suggested that shovel was borrowed earlier, before little Caylee went missing. What do the cops say about the timing of when she borrowed it?

FRANCO: They haven't said anything about the timing. They're just focusing in on the fact that it was borrowed and that it was used and that it might have been in the trunk of the car at some point. And they're just focusing on the forensic evidence that will be revealed once it comes out of examination.

KELLY: All right. I think, actually, we have this sound bite cued up with Jose Baez. Let me get you to listen to it and then we'll move on.

(BEGIN VIDEOTAPE)

KELLY: There were reports surfacing that Casey, your client, borrowed a shovel during the time that little Caylee was missing, from a neighbor. Can you confirm or deny that?

JOSE BAEZ, CASEY ANTHONY'S ATTORNEY: That's incorrect. Now, what happened was, the -- she borrowed the shovel before she moved out of the house. The neighbor said it was around the time that she went disappearing, but she was actually living at the home and that's when she borrowed the shovel, and Caylee was not missing at the time.

(END VIDEOTAPE)

FRANCO: Yes, and I'd also like to point out that attorney Jose Baez also said that the Orange County sheriff's department did not return any of his calls when he reached out to them, and he never reached out to them. And the Orange County sheriff's department claims that they reached to attorney Jose Baez, and he never returned any of those calls.

KELLY: Rozzie, before I let you go, let me ask you -- you asked about the grid search. You asked them why they are not performing a grid search, looking for the child. What was the answer to that?

FRANCO: He said they're just not actively searching right now, they're just following up on all the leads that's coming in right now.

KELLY: And quickly, are they checking Casey's cell phone? Because in that call to her brother, she says she heard from her daughter as late as mid-July.

FRANCO: Right. We dug as deep as we could go, and according to Deputy Carlos Padilla, he said that they're checking the cell phone. And we also asked about her bank records, if there was anything unusual, any kind of transaction that was unusual during that time...

KELLY: Right. Quickly.

FRANCO: ... And he said they're checking into all of that.

KELLY: All right, Rozzie Franco...

FRANCO: Also checking into her computer.

KELLY: ... Thanks so much. We got to leave it at that because we're out of time, but great reporting. Thanks very much.

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