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"They Cage the Animals at Night" Film

Date confirmed on the "Miss Cast Away and the Island Girls" official website FAQ (archived) (“Michael Jackson's scenes were shot in September 2003.”); this interview would have been filmed during this period.

Clips of Michael’s interview with author Jennings Michael Burch:

https://youtu.be/fJwrr94BiAo (archived) (From the “Hollywood Reporter” YouTube channel)