Updated

This is a rush transcript from "The Kelly File," July 1, 2015. This copy may not be in its final form and may be updated.

MEGYN KELLY, HOST: Breaking tonight, a growing number of warnings from top security officials about the threat of a terror attack in America over the 4th of July holiday. Good evening.

And welcome to "The Kelly File" everyone. I'm Megyn Kelly. The Department of Homeland Security is now calling on law enforcement officials around the country to step up security measures ahead of this week's independent state celebrations. In New York where some three million spectators are expected to converge for the Macy's fireworks show, the NYPD says it is not taking any chances. Loading sanitation trucks with sand to act as protective barriers in case of an explosion. Welding shut manhole covers around parts of the city and strategically placing snipers and spotters in the areas near crowds. Officials fear a recent call to arms by the Islamic State terror group may inspire a lone wolf attack.

(BEGIN VIDEO CLIP)

ASHTON CARTER, SECRETARY OF DEFENSE: There are self-radicalized, self-organized people on social media. Are we concerned about that?  Absolutely. We're concerned about it. And that has been seen in Europe so that's a sign that in the United States as in Europe and other places in the world, we have to be concerned about it and we obviously are.

(END VIDEO CLIP)

Joining me now, New York Congressman Peter King who's a member of the House Homeland Security Committee. Thank you very much for being here tonight, Congressman.

REP. PETER KING, R-N.Y., MEMBER, HOUSE HOMELAND SECURITY COMMITTEE:  Thank you, Megyn.

KELLY: So, is this -- compare the threat that we are seeing right now to the time frame since 9/11.

KING: Megyn, I have to say I've never seen this level of concern at any time since 9/11. I know on the 10th anniversary of 9/11, we had some concerns. And it's always been, you know, something coming up. Nothing to this extent. Nothing -- and this goes back as far as I know at least three weeks the concern was there. It's been building. And all the indicators are that ISIS does want to carry out an attack. We know they have operatives here working in the country.

There's been five arrests in New York in the last week to ten days.  Nine arrests countrywide. I mean, I don't know of any other time when you've had five individuals arrested in one city in such a brief period of time at a time when all the indicators we're getting is that ISIS wants to carry out this attack and they are intent on doing it. So, this is the real deal. And anyone out there who thinks this is a fake or just trying to drum up fears, absolutely wrong. You wouldn't see the NYPD doing what it's doing if they didn't have a real concern.

KELLY: The initial concern was stated as possible lone wolf terror attack. Is that your concern or does it go beyond that with the arrest of five ISIS supporters in a week?

KING: It goes beyond that. Some, you know, lone wolves are the hardest to find. But also, they obviously kill people. It can cause destruction. But the real concern more than that has to be a coordinated attack. When you have five individuals in one city arrested within a brief period of time, you have to assume there's coordination. Also, military bases around the country are being fortified more now. Anyone in uniform becomes a target. In answer to your question, the lone wolf is harder to define but the destruction is more lethal when it comes in the nature of a coordinated attack.

KELLY: So this is not, for lack of a better term, normal threat.  These are not normal threats that we always hear around holidays like July 4th?

KING: No. And I have no idea why Josh Earnest said that the other day. That this is the type of notice that goes out every year. This is not just true. This is for real. And I've been at the meetings. And I've gotten the briefings going back two and three weeks how concerned they were. And you would not see the manhole covers being tightened down. You will not see the cameras being used the way they are, the nuclear explosive devices in New York, detection devices being used the way they are. The extra personnel being put on, the snipers. All of that. That wouldn't be there if this was just a routine warning. This is the real deal.

KELLY: Did you just say nuclear?

KING: Yes. That's a big concern here in New York. Nuclear explosives. The dirty bomb. That's why so much money has been put into explosive detective devices here in New York aimed at nuclear once. The dirty bomb is a real concern we've always had here in New York. Yes.  We've put tens of millions of dollars into a nuclear detection system in New York.

KELLY: Okay. But, you know, it's like terrorism works by terrorizing people and so people right now, a number of them, are probably out there feeling terrorized before anything has happened, and yet you have to warn them to be on the alert.

KING: Right.

KELLY: And in the next breath after we hear these warnings from Department of Homeland Security and the FBI and the NYPD, and it's not just New York, we hear, enjoy the festivities. You know, happy -- how are you supposed to go down to the Macy's fireworks show, in New York City, you go anyplace at this point in July weekend, and enjoy yourself without worrying?

KING: You know, Megyn, I can go back to two days after 9/11 being in the White House with President Bush. And so, we have two things to tell the American people. One, live as normal a life as you can. Don't let the terrorists get the best of us. But also, tell people that at the rest of their lives, they have to be concerned about another attack. We have to live a schizophrenic existence. That's the reality of the world we live in.

KELLY: Well, and I thought it was just us news folks but it's everybody. Congressman, great to see you. Thank you for your perspective.

KING: Megyn, thank you as always. Enjoy the 4th.

KELLY: Okay, you, too.

Well, our next guest can offer insider perspective on the terrorist threat. Morten Storm is a fascinating man. He's a former Danish gangster who turned to radical Islam and wound up joining al Qaeda in Yemen. He got close to one of its most senior leaders, Awlaki and tried to join Jihadist fighting in Somalia before finally changing course and becoming a CIA informant. He is also the author of the book "Agent Storm" and he joins me now.

Morten, thank you so much for being here. What an interesting existence you've had. How symbolic, how important would it be to a group like ISIS to hit Americans in the homeland?

MORTEN STORM, FORMER ISLAMIC EXTREMIST: See, there's two issues here.  First of all, it's Ramadan and we know from Abu Muhammad al-Adnani, the spokesman from ISIS, that the warning and promising more attacks, so that's number one. Because of Ramadan they're increasing the worship, they're increasing Jihad. The other one is obviously having national holidays.  That's something where people are supposed to celebrate it and these terrorist will do everything they can to ruin that as you just talk about before he's even try to terrorize people, mentally, he's actually scared before anything happens.

KELLY: The thing with ISIS, is they are specific, they tell you they are going to do something and then they can to do it or at least try to do it. And so, do you think that has to do with the level of response were seeing from all of these authorities including the former deputy, CIA director coming out and saying on Sunday, I won't be surprised if this time next week, we're talking about an attack that did take place in the U.S.

STORM: Yes. I agree with him. These people will stop at nothing and they even ready to lay their life for it. So, as we've seen in Texas, the two guys were trying to shoot for the cartoons, you know, the show in Texas. So they're ready and they're willing to die for the cause. So I think you cannot do enough to protect yourself. And it's only wise for the American government to do it.

KELLY: But do you think, I mean, the same Congress, the same question I asked the congressman. How -- how are people supposed to go about their merry way with their families on July 4th and try to enjoy themselves when you've got -- it's not just one person. It's like every security official we have in the country is saying, it's a real threat. There's nothing specific. There's not one specific target that we've been told about but it's a real threat you need to be concerned. Happy 4th. How?

STORM: Yes. You see here, there is no specific target but we know that there are people out there. So, they can do -- it can be random things, you know, as what happened in France and other places. So, they don't have to say specific targets but be ready to do anything. So, we can take a cab and run it into people, began shoot people, we can pound them.  So, it's quite random. And as long as you have those lone wolf out there, be ready to do anything. What I want to say is, to the American people, it's very important that you defeat the terrorists by not showing them fear.

KELLY: But what if we actually have fear? I mean, it's like, we don't show it, but it's like, people's lives can be on the line. I understand that you have a better chance of getting killed by lightning than you do in a terrorist attack.

STORM: Yes.

KELLY: But naturally you get a little concerned when you see this level of warning coming out from the authorities who are in the know.

STORM: You know, I used to be scared as well when I worked as a -- al Qaeda. I knew that I could get killed but I still did it because I knew it was for the better cause. So for the people in America it's very important to do for the better cause, to show that you're not scared. To show them, you know, we affirm against these people.

KELLY: Wow! Morten, thank you so much for being here.

STORM: You're welcome. Thank you so much for inviting me.

KELLY: What are you thinking about this? How do you feel? Will you feel scared? Will you go out? Will you celebrate the 4th? I will. But let me know what you think. Follow me on Twitter @MegynKelly and let me know at Facebook.com/TheKellyFile.

Meantime, some ugly new fallout from the Supreme Court ruling on marriage after this picture started making the rounds on social media. The rainbow flag in an Iwo Jima reenactment. Brian Kilmeade is here with the controversy. This is created.

Plus, after the Oklahoma Supreme Court ordered the removal of a monument of the Ten Commandments, a group of Satanists started claiming victory. Tonight, we will bring together one of those Satanists and a state lawmaker who's fighting to bring it back. It's sort of like the one side and the other side. Wait until you see that.

And then new evidence that police in Baltimore were told stand down as they were being attacked and as their city burned. Up next, what turned up on the police scanner audio and it is not consistent with what the officials had told us.

(BEGIN VIDEO CLIP)

UNIDENTIFIED FEMALE: The group is southbound. Once again, all the units in patrol, per unified command, do not engage and stay on your posts.

(END VIDEO CLIP)

KELLY: New developments tonight in a "Kelly File" investigation.  Despite weeks of claims to the contrary, we have new evidence that as Baltimore was burning and police officers were being attacked with garbage, bottles, and chunks of concrete, their top brass was telling them to, quote, "Hold the line and do not engage with protesters," despite being told that didn't happen, at least that's what they claim to the public for weeks now. Here is some police dispatch audio that has just been uncovered.

(BEGIN VIDEO CLIP)

UNIDENTIFIED MALE: All patrol have been advised not to respond down to the protesters.  (END VIDEO CLIP)

KELLY: Not to respond. Leland Vittert broke the story on the original stand-down order and he joins us live now in our New York City newsroom. Leland?

LELAND VITTERT, FOX NEWS CORRESPONDENT: Megyn, my sources now tell me they feel vindicated that the truth is out. The police commissioner and mayor are hiding behind this defense of telling officers to, quote, "hold the line, not stand down" as we reported. Well, hold the line means, don't go make arrests, don't confront the rioters and looters essentially telling cops, don't do your job. The video from that night shows them doing just that, nothing. Officers took those orders to mean exactly what they did, stand down. And despite repeated denials from city leaders about a stand down order, we now have police scanner traffic from early on in the protests.

(BEGIN VIDEO CLIP)

UNIDENTIFIED FEMALE: The group is southbound.

UNIDENTIFIED FEMALE: Once again all the units and patrol, per unified command, do not engage and stay on your posts.

(END VIDEO CLIP)

VITTERT: So we know what the cops were told, both from our sources and from the radio dispatch tapes. Plus, we have the video of them doing nothing in the face of lawlessness, even as they're being attacked. So, who is responsible? The police commissioner admits to the quote, "hold the line," order, and says, officers might have been confused. But what about the mayor? Once rising star of the Democratic Party and frequent guest on national news Stephanie Rawlings-Blake explained the mayhem this way.

(BEGIN VIDEO CLIP)

MAYOR STEPHANIE RAWLINGS-BLAKE, BALTIMORE: It's a very delicate balancing act because while we try to make sure that they were protected from the cars and the other things that were going on, we also gave those who wished to destroy space to do that as well.

(END VIDEO CLIP)

VITTERT: Never mind for a moment she later denied saying those very words. As you might remember though, she simply didn't speak when we asked her very simply why police had their hands tied.

(BEGIN VIDEO CLIP)

VITTERT: What do you have to say to the businesses who were looted because of your order to stand down?

AL SHARPTON, MSNBC ANCHOR: Can you excuse her one minute?

VITTERT: You don't have anything to say? Nothing to say to the business owners. What about to the police who were injured?

UNIDENTIFIED FEMALE: Excuse us, sir.

VITTERT: Excuse me. Hey. Why can't we ask questions? Why can't we ask questions?

(END VIDEO CLIP)

VITTERT: The mayor's spokesperson now tells the Baltimore Sun a stand-down order never happened so it becomes a fairly simple question.  Who do you believe? The mayor or the tapes -- Megyn.

KELLY: He's now saying, oh, okay. So, Commissioner Batts says, people are confusing -- the officers too are confusing stand-down withhold the line and yet Commissioner Batts before he made that comment to the "Baltimore Sun" insisted that he do one thing. They called him up and said, we want to talk to you. I want to talk to you about some tapes that have just surfaced. And there was one thing he wanted to do before he commented on the record about what his comments were and what his commands were. We wanted to tell the audience what it was.

VITTERT: Well, exactly. He wanted to listen to the tapes so he knew what kind of questions he was going to be asked. What kind of evidence there was. And it goes to this very point and that is, if there wasn't a stand-down order, Megyn, if there was no issue here for police to do their job, why aren't so many police officer in trouble for doing nothing as the city burned.

KELLY: Uh-mm. That's a good question. Leland, thank you.

For more on this now, we turn to Tom Verni, a retired detective with the NYPD who runs the website offbeatcops.com which is the blog about policing. Tom, good to see you.

TOM VERNI, RETIRED NYPD DETECTIVE: Good to see you.

KELLY: And so repeatedly, they denied it. Listen, there's no doubt, listen to what the police commissioner and the mayor said about their orders after the riots.

(BEGIN VIDEO CLIP)

ANTHONY BATTS, BALTIMORE POLICE COMMISSIONER: There was no one in my command who gave a stand-down order. We all have had that conversation that we never gave that direction at any given point in time.

RAWLINGS-BLAKE: We could have calmed down -- calmed it down aggressively and been accused of using excessive force or we could do what we did was, which was to use a very serious but measured approach.

UNIDENTIFIED MALE: There was no order to hold back?

RAWLINGS-BLAKE: No.

UNIDENTIFIED MALE: Or was there?

RAWLINGS-BLAKE: No. But you have to be -- you have to understand.  It's not holding back, it's responding appropriately.

(END VIDEO CLIP)

KELLY: And now the audiotapes directly contradict that. And he gets out of it after he listens to the tape by saying, well, hold back is different than stand down.

VERNI: Yes. I mean, is anyone shocked by this? It seems very apparent that when the mayor had come out and said -- she said herself that we allowed the room to destroy, you know, space to destroy, who does that?

KELLY: And then she denies saying that, what she said was, I never said that. Actually, listen, we have it. Listen, watch.

(BEGIN VIDEO CLIP)

UNIDENTIFIED MALE: All patrol advised not to respond down to the protests.

(END VIDEO CLIP)

KELLY: That's the other end. But we have her coming out. Right after she said I gave them space to destroy it, saying, I never said it, nor would I say it and people are twisting my words.

VERNI: Yes. It's hard to kind of backpedal when you say that in front of a bunch of news cameras in a news conference.

KELLY: Is there's some difference though between hold back and stand down?

VERNI: Well, yes. I mean, you can hold a lie, you can hold back if you're trying to hold a certain line, preventing protesters or rioters from reaching a certain point. And standing down completely and just kind of letting your hands, you know -- and let them, you know, run a mock throughout the city. You know, the bottom-line is that police departments, especially larger police departments like New York, like Baltimore, they are trained -- they have officers trained for a large events like this.  Protests, riots, you know, things that got out of control. They have a whole method behind the madness. Is how they police these types of obstructions? And people who are looking to destroy a city for really no other reason other than a bunch of opportunists that are just roaming the streets, looking to set things on fire and steal a bag of Dorito.

KELLY: Well, and she just let them. She just let them. That's the bottom-line. And with Hammer, you heard her say, well, it's not really holding back. It's responding appropriately. Now we'll hear the orders that went out from her. The mayor was calling the shots that night.

VERNI: Of course, she is.

KELLY: Is the mayor supposed to be in charge? Let's remind the audience 160 cops were injured. The rioting, it cost taxpayers 20 million bucks, 380 business were damaged, 61 buildings were burned, 144 vehicles were burned. Because the mayor wanted people to have space to destroy.

VERNI: You know, the whole thing is incompetent -- in the best possible scenario, it's reckless, in the worst possible scenario. I mean, people, many more people could have been injured and they're killed in this scenario. You don't let the mayor do the policing in a riot situation.  You let the police do that because that's what they've been trained for.  You know, especially in a police department, again, like I said, Baltimore.  Yes, Baltimore is a great police department. And I know, they've had their issues --

KELLY: Yes. But they know what they're doing in situations like that.

VERNI: You put dozens of hundreds of people in the street that are looking the -- they're going to get out there -- with the people out there that need to get out there to do the police telling them.

KELLY: Uh-mm.

VERNI: You know, it may not happen instantaneously. But it's going to happen. Because that's what they were trained to do.

KELLY: They were told not have to do it.

VERNI: You'd have to let them police, because that's what their job.

KELLY: They said you protect life and not property. That's basically what they were told and the results show it.

VERNI: Yes.

KELLY: I mean, the injuries to the police were apparently not a big concern. Great to see you. Thank you for being here, Tom.

VERNI: Not a problem. Anytime.

KELLY: Also tonight, we are seeing dramatic headlines about what are being called a series of suspicious fires at black churches in the weeks since the Charleston killing. THE KELLY FILE did some investigating. And Dana Loesch is next with the fact check on what is real and what is not.

Plus, a bombshell from the White House today regarding the congressional investigation into Benghazi. Former White House Press Secretary and co-host of "THE FIVE" Dana Perino is here with the news on that.

(BEGIN VIDEO CLIP)

UNIDENTIFIED MALE: There are a small number that are being withheld for executive privilege purposes. That is not uncommon.

(END VIDEO CLIP)

(COMMERCIAL BREAK)

ANNOUNCER: From the World Headquarters of Fox News, it's "The Kelly File" with Megyn Kelly.

KELLY: Well, we set out to do some fact checking today after a number of media outlets started running dramatic headlines about what they are calling a series of suspicious fires at black churches in the weeks since the Charleston shooting. The latest, Mount Zion AME Church in Greeleyville, South Carolina. It's the seventh fire at a church in recent weeks leading to suggestions that hate crimes are to blame. In the newspapers like the Baltimore Sun, we see headlines like black churches burning. In case, you missed the hint, the Washington Post put out an article about the fire's headline, "Why racists target black churches."  And in The New York Times, they point out that the, "Black Church in South Carolina is just the latest to burn."

It sounded like an epidemic so we asked Dana Loesch to help up with some research and she's the author of "Hands Off My Gun" as well as radio talk show host with Radio America. Dana, good to see you tonight. And so --

DANA LOESCH, AUTHOR, "HANDS OFF MY GUN": Thank you, Megyn.

KELLY: -- the suggestion is that all of these churches have burned due to arson and due to hatred against African-Americans. Is it true?

LOESCH: No, it's not. And the headlines, black churches burning, there are also white churches burning as well. And believe it or not, there are two media entities. And it's kind of insane that you even have to give credit where credit is due. The Los Angeles Times and the Washington Post, one writer with the Washington Post actually set up to make somewhat of an incomprehensive list just to see of the 14 incidents that have occurred in the past two weeks, how many of those are arson, how many of those are hate crimes, how many have been like accidental or lightning because Mount Zion, the church last night as we know, the Fire Department and Law Enforcement officials said, that that was started by lightning.

Now, what has been discovered is that out of all of these incidents, there are only two confirmed cases of arson. Others are being investigated as lightning strikes, accidental, and nothing, Megyn, nothing is being investigated as a hate crime. In fact, one of the most recent ones was a predominantly white church in Tallahassee. That was a lightning strike.  There are black and white churches that are being affected. Now, arson is a serious crime.

And definitely anybody who is committing arson, they should be prosecuted, they should be punished for it. And anyone who has racist motivation should definitely be investigated for using that motivation to go out and burn down churches. But for media to have all of these headlines, like the ones that you were mentioning, it's just all of these black churches that are getting burned down, it's hyperbole.

KELLY: Yes. I mean, you look at the number and just since June 20th, the one in New Hope Lutheran Church in Florida. That was arson.

LOESCH: Right.

KELLY: That was arson. It's not a black church. There was one in New York.

LOESCH: Right.

KELLY: Caused by lightning. So it wasn't arson. There's another one accidental, these are all nonblack churches, one in Ohio, one in California, one in New York, none black churches that have burned. That they ignore in coming up with their stats. And that's just six that I have right in front of me.

LOESCH: Yes. And today, Megyn, it came out, a church in Colorado Springs had notified law enforcement because there were racial signs posted outside of their church. And they found the culprit, the individual whom they arrested was a black man. So, I mean, there are -- and there black and white culprits that had been arrested because some of the fires that law enforcement as they're investigating. They discovered that there's been a theft and someone will set a fire to hide the theft which, you know, it never helps to commit a crime, to hide a crime. But that's the reality of what we're dealing with. And I have to kind of question the motivation of this media outlets that are irresponsibly running these headlines, Megyn, before the investigations are even completed. How can you even make such a claim?

KELLY: Uh-mm. I know. Well, I mean, there are some folks are pressuring some news people to get this story. You know, it's a black church and it's burning, get it on the national airwaves right now.

LOESCH: Right. Yes.

KELLY: And it's like, black churches and white churches sometimes get hit by lightning which is what happened last night as, you know --

LOESCH: Yes.

KELLY: -- another network was making a big deal out of it. It's like sometimes lightning strikes.

LOESCH: Right. It does.  My father-in-law is a pastor. He's a preacher of a church and his home got hit by lightning and burned down last year. But I understand people are trying to look for patterns. You know, they're trying to look for some sort of patterns in this story.

KELLY: Uh-mm.

LOESCH: But I think in that, they're also looking for a headline, too.

KELLY: Yes. Well, I'll tell you, it's very frightening. Because here we are at 9:29. And at 9:02, I had a discussion about how you have a better chance of being hit by lightning than in dying in a terrorist attack. And now we're talking about, how often lightning strikes. So, I think we've managed to really scare people.

LOESCH: Yes. I know.

(LAUGHTER)

Weather.

KELLY: Dana, great to see you.

LOESCH: Thanks, Megyn.

KELLY: The one stat that always makes me feel better about flying in a plane because I'm a bad flyer, is you have a better chance of getting killed by a donkey than you do -- and I don't worry about getting killed by a donkey. You know, but I live in Manhattan. So, it's like, you know, if I lived out west, maybe I would feel differently.

Well, coming up next, a group of Satanists is tonight claiming victory after a court told the state of Oklahoma you better remove that monument the Ten Commandments from the state capitol.

Up next, a spokesman for the Satanist is here live and we'll show you what he wanted to put up instead of the Ten Commandments or at least next right next to it. Along with one of the lawmakers who is defending the lord. Not really, just the Ten Commandments.

Plus, Paris Hilton launching a major lawsuit after a prank really upset her. Now, we're going to show you the video. You have to stay tuned. Kilmeade is here.

Also, "The Dukes of Hazzard" has now been pulled from TV. Bo, Luke and Brian Kilmeade just ahead along with everyone's favorite sister.

(COMMERCIAL BREAK)

KELLY: -- who's defending the lord. Wow, really just the Ten Commandments.

Plus, Paris Hilton launching a major lawsuit after a prank really upset her. Now we're going o show you the video. You have got to stay tuned. Kilmeade is here.

Also, "The Dukes of Hazzard" has now been pulled from TV. Bo, Luke, and Brian Kilmeade just ahead, along with everyone's favorite sister.

(COMMERCIAL BREAK)

KELLY: A group of Satanists is tonight claiming victory, after a court told the state of Oklahoma to remove a monument to the Ten Commandments from the state capital. Before the ruling, the Satanists wanted to install their own tribute, a pagan idol showing a bearded goat, something like this, on the capitol grounds, right next to the Ten Commandments. Joining us now, Randy Brogdon, who is a Former Oklahoma State Senator who authored the bill to install the Ten Commandments monument, also, Lucien Greaves, Spokesman for the Satanic Temple. We will begin like Lucien, all right Lucien. So is it like Lucien as in Lucifer?  Is that why you're called that?

LUCIEN GREAVES, SATANIC TEMPLE SPOKESMAN: Sure, as you'd like.

KELLY: As you like. Is that your birth name?

GREAVES: No, it's not.

KELLY: Ok. So what is it that first drew you to the Satanic Temple?

GREAVES: Well, I helped co-found the Satanic Temple.

KELLY: Why?

GREAVES: Why? Because it is an embodiment of my deeply-held beliefs and I think there's a distinct need for a counterbalance against the dominant religious privilege in America today.

KELLY: What are the deeply-held beliefs that drew you to the Satanic Temple?

GREAVES: Well, we have seven tenants. You can look them up online, but essentially, we view Satan as a symbolic embodiment of the ultimate rebel against tyranny.

KELLY: Ok. So now you're happy because you got the Ten Commandments taken down. But do you -- are you still pushing to have the goat with the horns and so on put up on the state capitol grounds?

GREAVES: No. We don't want our monument there without the Ten Commandments there. The point all along is that it would compliment, and contrast the Ten Commandments, and reaffirm that we live in a pluralistic nation that respects diversity and religious liberty.

KELLY: But the thing with the -- you know the horns and so on, the Ten Commandments goes up because not only does it have some religious meaning, but it has historical meaning too. I mean would you acknowledge that about the Ten Commandments?

GREAVES: Well, I would -- well, yes, if you would acknowledge that Baphomet has historical meaning as well.

KELLY: The Baphomet is the goat...

GREAVES: The image at least goes back to the 19th century -- at least as old as Mormonism in any case.

KELLY: Ok. So let's say it does. But do you acknowledge that about the Ten Commandments? You have no problem with the Ten Commandments standing there next to your devil figure, right?

GREAVES: That's correct, so long as multiple points of view are allowed, there's nothing wrong with the religious monument being up. But that really wasn't the argument that Oklahoma was making. They were saying that it wasn't a religious monument and that the Ten Commandments Monument served a secular purpose which is outright false.

KELLY: The U.S. Supreme Court found that. I mean the U.S. Supreme Court has already ruled that if the Ten Commandments -- that the displays not only have a religious significance but also a historical one.

GREAVES: Well, you're talking a different type of issue because in Oklahoma, they were ruling by the state constitution, not the federal constitution.

KELLY: I know.

(CROSSTALK)

GREAVES: Entirely different issue. It's a moot point.

KELLY: Not that different.

(CROSSTALK)

GREAVES: We're talking different constitutions, we're talking state constitution versus federal constitution.

(CROSSTALK)

KELLY: I looked at both. I practiced law for a decade, too. I did read them and see a lot of similar words. Lucien, thank you. Good luck to you.

GREAVES: And I taught you that there was a separation between the -- that there was a difference between the federal constitution and the state constitution.

KELLY: Thank you for that, all right, good to see you.

Joining me now with more, Former Oklahoma State Senator, and Chairman of the Oklahoma GOP, is Randy Brogdon. Good to see you tonight, sir. So that was interesting, however...

RANDY BROGDON, FMR OKLAHOMA STATE SENATOR: Good evening, Megyn.

KELLY: He has a point that if you're going to display something that is religious on state grounds, you may have to open it up to more than just one faith, right?

BROGDON: Well, no, that's not right at all, Megyn. You are an attorney and you know how state law works. And that's the beauty of living in America. We have 50 different states with different ideas, different goals, and different values. And each state is able to govern the people as the people allow that to happen. So here in Oklahoma we take our government very serious, and even in the Oklahoma constitution, the preamble states that we invoke the guidance of Almighty God. And so we take that pretty seriously here in Oklahoma.

KELLY: Yeah, but if you open it up -- if the state is seen as endorsing in any way or affirming one religion, that's where it gets into trouble. So you could have solved the whole thing by letting him have his little -- you know, Baphomet.

BROGDON: Well, Megyn, he would need to come to the state legislature and get his bill passed just like I did. I was a senate author for this bill. Mike Ritz, represented was a House Author. And we moved that through and we were very diligent in crafting the language. Because we knew that the debate that was soon to follow, and so we put the language in there.

KELLY: And you had the benefit of a U.S. Supreme Court decision which has happened years earlier.

BROGDON: Sure.

KELLY: When you talk about how the Oklahoma state constitution is different from the U.S. constitution, that's true, it's a little bit more narrow. But this court clearly could have read this to fall within the U.S. Supreme Court precedence, and they clearly didn't want it. They wanted the Ten Commandments gone.

BROGDON: Yeah. They want the Ten Commandments gone. Like I said, when we wrote the legislation, we were very diligent to make sure that it did meet all of the criteria of the U.S. Supreme Court. Now with that said, I really don't believe the U.S. Supreme Court has much to say on what we put on the Oklahoma capital grounds. With that said, we knew what the debate would be and so we wrote the legislation to guard against that.

KELLY: And yet you lost seven to two, by judges who chose to read the Oklahoma constitution in the narrowest of ways, which has raised some legitimate questions about whether they had an end that they wanted to meet, and they got there. Randy, thank you for being here.

BROGDON: Thank you.

KELLY: So that was interesting. He felt a lifelong calling to join Satan, and there are seven tenants which I will not be googling.

Coming up, a new bombshell from the White House today regarding the Congressional investigation into Benghazi. Former White House Press Secretary, Dana Perino is next with her take on the administration wants to lock up some of the evidence. And what happened to those assertions about how nothing was protected, nothing was classified, it was fine for Hillary to have this on a server.

Plus, the U.S. Women now headed to the Soccer World Cup. Coach Brian is here next on why this will be a very big deal.

(COMMERCIAL BREAK)

KELLY: A bombshell today. The Benghazi investigation, when the State Department decided there would be some new limits to how much it is going to help the Select Committee investigating that terror attack. Here's the State Department now, used to be Pentagon, now State Department Spokesman John Kirby.

(BEGIN VIDEO CLIP)

JOHN KIRBY, STATE DEPARTMENT SPOKESPERSON: There are a small number that are being withheld for executive privilege purposes. That is not uncommon. It's not atypical. And I would hasten to add that, you know, you need to keep it in perspective compared to the wide swath, just an amazing amount of material that's already been provided to the Select Committee.

(END VIDEO CLIP)

KELLY: It's amazing. Joining me now, Dana Perino who is a co-host of "The Five," and also the former White House Press Secretary, under President George W. Bush, not to mention Author of And the Good News is which is a huge best seller. So suddenly there are some documents that the State Department and the White House don't want Trey Gowdy to see.

DANA PERINO, FORMER WHITE HOUSE PRESS SECRETARY: That's right. So when you're a spokesperson, the last thing you want to have to do is get into a fight about document rollout. But this is what happens in the second term usually, there's a scandal. The administration -- remember Hillary Clinton says I want everyone to read all of my e-mails. I turned it over, it will be fine. The White House said, we didn't know about the server, everything will be fine. Then as the lawyers tend to get involved, no disrespect, meant, but they start looking through the documents, right, and they say, this could be embarrassing. It's not that there's probably anything illegal in these, it's that it would be embarrassing or it would look bad. So there's a thing called executive privilege, and they can invoke it if they want to.

KELLY: The White House has to do it, and the White House has swooped in to save the day.

PERINO: And you can imagine how irritated the White House is that on the heels of the President's great week, now what they have to deal with is not celebrate that, but they have to defend Hillary Clinton's use of private e-mail, where you are actually getting some pretty interesting information. But what they've done for the Benghazi investigation in particular, is throw a monkey wrench in it and they're just going to try to slow it down.

KELLY: And they will. They will. It will work.

PERINO: And the chairman can challenge the documents that are being privileged. But he's not going to get to look at them, and they're going to run out the clock.

KELLY: That's right. And on top of that, it raises another question which is suddenly now they're saying, and some are classified. But we were told by Hillary Clinton there was no classified information on her private server in her home in Chappaqua. So we didn't have to worry about hackers or anything being compromised. You know there's a reason we keep the servers in the federal government building normally, and protect them appropriately. She said there was nothing classified, and suddenly now we're hearing, oh yes, there is, and you can't have it.

PERINO: Imagine this, the Secretary of State apparently did not know that something needed to be classified. Because she said there weren't classified, there was nothing classified. Clearly there was or, again, it's embarrassing. Now, their technical explanation is a little hard to swallow. They'll say, well, if you look at this one particular document that they sent over, it's not classified per se. But if you take this, this, this and you put it all together, and then maybe a terrorist could paint a picture of something. So in the totality of it, now we're going to reclassify something that was not classified in the first place.

KELLY: And once again, did the terrorists have the access to all those same documents? It's like -- there's a reason why we don't allow these public servants to have their own private servers unprotected, versus the government system. I want to turn with you for a moment, if I can to Chris Christie. Because he joined the Presidential Race officially yesterday, and his rollout, you know it didn't make that much news. Of course, it's like the 25th candidate to declare but, fine. You had an interesting observation, and it relates to -- watch this clip.

(BEGIN VIDEO CLIP)

GOV. CHRIS CHRISTIE, R-N.J., PRESIDENTIAL CANDIDATE: We face a country. We face a country that's not angry. When I hear the media say that our country is angry, I know they're wrong. We need a tax system that will simplify and then we'll put CPA's like my dad out of business. In the end, in the end everybody, leadership matters. It matters for our country.

(END VIDEO CLIP)

KELLY: Why are you laughing?

PERINO: I'm laughing because that's the money line. Leadership matters. That is the soundbite that they wanted. And the only thing we have of that moment is his back. So his team is actually very good. The videos they put out are probably better than any of the other candidates.  And then they have this rollout and this chance for him to deliver a line that you're going to want to play over and over again, of Chris Christie's announcement to the world, that he is running for the United States Presidency, and you can only see his back.

KELLY: How does that happen?

PERINO: I don't know. I'm actually surprised because I think they're very good. Maybe they thought that he would -- maybe they didn't practice it. I thought he would turn around. I don't know.

KELLY: I was also surprised when I went to interview Christie in New Hampshire, his team chose the location, and his team told us where they wanted us to set up. And it was in between two bridges -- there was a bridge behind him and there was a bridge behind me. Why?

PERINO: And you're not supposed to -- and your job is not to advance or produce the operation.

KELLY: No, and I said, is this really where you want to do it? Yes it is. Great, fine.

PERINO: He is a great speaker. He's probably one of the best orators of the Republican candidates. And so I just wish that he would have turned around and said, leadership matters because that would have been...

(CROSSTALK)

KELLY: That would've been a little hokey however, how he did like the spin.

PERINO: Maybe. But you would have played it over and over again.

KELLY: True. I would have, you're right, Dana, great to see you.

PERINO: Thank you.

KELLY: Well, new fallout from the Supreme Court ruling on marriage.  After this picture making rounds in social media, a rainbow flag shown in an Iwo Jima reenactment scene. Brian Kilmeade is here next.

(COMMERCIAL BREAK)

KELLY: Well, lots of folks finding different ways to celebrate the Supreme Court ruling gay marriage this week. But this one, this one caused some controversy, a gay pride flag shown in an Iwo Jima reenactment. Brian Kilmeade is the host of "Fox & Friends." You know, Iwo Jima is considered sacred by a lot of people.

BRIAN KILMEADE, "FOX & FRIENDS" HOST: Yeah, first off, not my idea.  I don't know -- the introductions kind of dicey. That's Ed Freeman. Ten years ago, he actually put this together through his photographs, through models, and through Photoshop. And he said, hey, the Supreme Court ruling let's post it. And he says he was stunned by the backlash. He was swamped by -- this is Geraldo word, a vitriolic hate mail. So he was hit by this.  So he was -- I'm surprised that he's surprised. Because think about Iwo Jima, where there -- which he is mimicking there. Iwo Jima -- we had 26,000 American casualties, 6,800 lost their lives in that battle. And they compare that to same-sex marriage in 14 states?

KELLY: It's a sacred, sacred memory. And it shouldn't be messed with really by anybody for anybody purpose.

KILMEADE: We agree.

KELLY: Ok. And many people feel the same about the "Dukes of Hazzard."

KILMEADE: Yes.

KELLY: And yet it's being messed with, it's being pulled from TV because I guess its racist now.

KILMEADE: I know you're not going to take this well. It aired from 1979 to 1985, what the problem is, is that it has a Confederate Flag on it.  And they say TV land, we looked at this, and we decided it is not tasteful to air this series. Which I believe -- I didn't watch it every week. But pretty much a comedy, not a drama, and not a documentary, so I thought it was fun. And I'm saying to myself if you're going to pull this, why are we allowed to watch F Troop. I hear the Americans then did not treat the Indians well.

KELLY: How about -- is Archie Bunker in all in the family?

(CROSSTALK)

KILMEADE: Why did -- don't jump ahead, ok. What is this?

KELLY: He helps.

KILMEADE: This is why we don't have rehearsals. Because he hears, he knows what's coming up. Archie Bunker -- we shouldn't have that on.  Hogan's Heroes you're mocking a Nazi prison camp. And James goes, what's so funny about that? Colonel Clink made Germans seem dumb. That could have hurt some Germans. You never knew what was happening.

KELLY: I'm offended. I have German in my. I don't like it all.

KILMEADE: So put "Dukes of Hazzard" on TV Land, you're supposed to be fun.

KELLY: All right. Speaking of outrageous things on television, this apparently happened -- remember Paris Hilton? Well someone played a joke on her that led her to believe the plane she was in was going down. And here is some of the tape.

(BEGIN VIDEO CLIP)

UNIDENTIFIED FEMALE: Is this normal? It always does this?

UNIDENTIFIED FEMALE: I don't want to jump.

(END VIDEO CLIP)

KELLY: I don't want to jump.

KILMEADE: Right. And she doesn't want to die either. What happens is -- she's in a promotional appearance Abu Dhabi -- which by the way why don't we get these offers? She shows up and becomes a Paris Hilton and gets paid for it. And then that guy who is actually the host of a TV show, and he's known for doing audacious stunts during Ramadan, as am I. We're known for the same thing. So he says I'm going to do this big prank. He said hey, Paris, do you want to take a 15-minute tour of Abu Dhabi? And then she says yes, and they stage it, as if it's going to crash.

KELLY: And now she's suing for $50 million?

KILMEADE: Yeah, because she can no longer feel comfortable on a plane and that was her big fear.

KELLY: I'm with her. I'd sue too. Good to see you, we'll be right back.

(COMMERCIAL BREAK)

KELLY: USA women going to the World Cup Finals. Brian?

KILMEADE: And they will play Japan. Japan just beat England in the 90th minute. And I predict that they will get revenge and beat Japan, and win their first World Cup since 1999. Are you paying for this, we can play it back?

KELLY: Team USA. Go for it. Have a great fourth.

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