A few weeks before her 92nd birthday earlier this year, Gloria Vanderbilt got up before dawn in New York, took a car to an airport and boarded a private jet belonging to HBO to appear at a press conference for a documentary about her and her son, 48-year-old CNN anchor Anderson Cooper, entitled Nothing Left Unsaid: Gloria Vanderbilt and Anderson Cooper.

"Can you believe it?" she asked. "I had never been on a private jet before." What? Come on, lady - you are Gloria Vanderbilt. Don't tell us you've never flown private.

Later, her son, by phone from New York, explained how it's entirely possible to descend from Cornelius Vanderbilt's astounding 19th century fortune yet have some of the modern signs of luxury pass you by.

"Her life is not what most people would think," Cooper said. "I've always felt very protective of her. ... We're the only family [each other has] left, more or less."

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Cooper grew up largely unaware of his mother's juiciest stories - and was only vaguely aware that as a 9-year-old she was at the centre of an intensely watched custody battle between her mother and aunt. It was the height of the Great Depression, and the press dubbed Gloria the "poor little rich girl", who stood to inherit US$3.6 million at a time when many American families were surviving on a few bucks a week.

Cooper's father, Wyatt Cooper, was Gloria's fourth husband. He died age 50, when Anderson was 10. A decade later, in July 1988, Anderson's older brother Carter, 23, jumped to his death off a 14th-floor terrace in the family's Manhattan apartment. Gloria was on her knees begging him not to do it.

Cooper and Vanderbilt have written and spoken about these losses before, in memoirs and on television. What they had not done, Cooper began to realise, was talk to one another at length about the past. What started as a series of emails between mother and son evolved into the documentary, directed by Liz Garbus, whose recent film about Nina Simone was up for an Oscar.

Vanderbilt and Cooper come across as a lighthearted pair - at the press conference he played his part of the buttoned-down newsman; she the arty, optimistic dreamer.

Vanderbilts or not, what Nothing Left Unsaid makes clear is that Cooper and his mother are experiencing a deeply emotional stage between an elderly parent and a middle-aged child: What are we going to do with all this stuff? What memories does it all hold? Most of all, what does one need to know about a parent, before it's too late to ask?

Gloria Vanderbilt with her family - husband Wyatt Cooper, sons Anderson Cooper (on Wyatt's lap) and Carter - in her New York City apartment in the 1970s. Photo / HBO
Gloria Vanderbilt with her family - husband Wyatt Cooper, sons Anderson Cooper (on Wyatt's lap) and Carter - in her New York City apartment in the 1970s. Photo / HBO

Vanderbilt's paintings inspired the look and feel of Nothing Left Unsaid. In the swirl of the custody fight in the 1930s, little Gloria made a set of paper dolls - an idealised world with a mother and father. In the film, those paper dolls come to life as animation.

In reality, her parents took off on an extended vacation almost as soon as Gloria was born, handing her to her nurse, a German woman nicknamed Dodo. Gloria's alcoholic father, Reginald Vanderbilt, died when she was 15 months old. Her mother, 21, moved to Paris, bringing baby Gloria and Nurse Dodo along, though she lived apart from them.

"What's incredible is thinking about Gloria as a 9-year-old in the heat of this custody [fight]," said Garbus. "She was covered like Lindsay Lohan. There was that level of public interest - the paparazzi were intense. We think about that intense public exposure of children, many people don't survive that ... She's had this ongoing story of loss and recovery and resilience."

Near the trial's end, Gloria's mother was outed for having a lesbian relationship, which essentially cost her the case. (This fact fascinates Cooper, who was in his early 20s when he told his mother he's gay, but did not come out publicly until 2012.) Gloria's aunt, Gertrude Vanderbilt Whitney, won custody and raised Gloria through most of her adolescence.

In 1941, teenage Gloria married Pasquale diCicco, 32, a Hollywood agent whose first wife had died mysteriously. "Wait a minute," Cooper interrupts his mother. "You got married to a guy where there were rumours he had killed his former wife?!" "Sweetheart, I was only 17," she replies.

DiCicco was abusive, and she left him. Not long after, at 21, she married conductor Leopold Stokowski, more than 40 years her senior. They had two sons, Stanislaus and Christopher. (Stan appears in Nothing Left Unsaid; Chris has not spoken to his mother in decades.) She broke it off with Stokowski in 1955 and married director Sidney Lumet. When that ended, she married Wyatt Cooper, an author and screenwriter, in 1963.

It's easy to see how Anderson Cooper, who was born when his mother was 43, feels he's missed a great deal of her personal history.

In her marriage to Wyatt, Gloria seemed determined to start fresh. She began a fabric-design business, which led to her famous foray into jeans. At home she had finally achieved an upper-class version of the white-picket fence and simple family life she'd craved.

"There was so much that had happened to me," Vanderbilt said. "So much that was so complicated to even try to define it or explain it. So it just didn't come up.

"You never really know anybody - really - but after this, Anderson and I have come as close as I think we can."

What: Nothing Left Unsaid: Gloria Vanderbilt and Anderson Cooper

When and where: SoHo, Wednesday June 29, 8.30pm