Caylee's Grandmother: 'I Have Nothing to Hide'

This is a rush transcript from "On the Record ," August 7, 2008. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, FOX NEWS HOST: Tonight, we are live on the ground in Orlando, Florida, where there are big developments in the search for missing toddler Caylee Anthony. Now, detectives went to the Anthony home again today. We're going to tell you all about it. Plus, new information about the woman, the alleged baby-sitter Casey Anthony says took her daughter. Now, remember, the jailed mother says the last time she saw her 2-year-old Caylee was on June 16, when she dropped her off at the Sawgrass apartments with her longtime nanny, Zenaida Gonzalez. A local television station, WKMG, tracked down a woman they say is the Gonzalez with a link to Sawgrass apartments.

(BEGIN VIDEO CLIP)

UNIDENTIFIED MALE: What would you say to Casey Anthony?

ZENAIDA GONZALEZ, SAYS SHE DOESN'T KNOW CAYLEE OR CASEY: I mean, why would you choose my name? Of all of the people in Florida, why would you choose my name? You know, if I don't know you, never met you, why would you choose my name, make my life impossible? You know, right now, my life is very impossible because she chose to say my name, of all people. To her family, I don't know. I don't know what to tell them because I have nothing to do with them. I've never met them. You know, I wish them the best of luck. I hope the baby comes -- you know, they find her and she's OK, you know, and she comes back home.

(END VIDEO CLIP)

VAN SUSTEREN: Sheriff's investigators were asked today what involvement they believe Gonzalez had in this case.

(BEGIN VIDEO CLIP)

CARLOS PADILLA, ORANGE COUNTY DEPUTY SHERIFF: We believe she has no involvement. I think that - - we don't know exactly how it is that her name, it was a coincidence or -- but we don't think that she's involved at all.

QUESTION: Are you willing to say now that baby-sitter does not exist, that Zenaida Gonzalez, the name she gave, does not exist, or is there still a possibility there's some other baby-sitter?

PADILLA: Oh, there's still a possibility. Keep in mind that this is an ongoing case and anything is possible.

(END VIDEO CLIP)

VAN SUSTEREN: Joining us live in Orlando outside the grandparents' home is our own Phil Keating. All right, Phil, Zenaida Gonzalez -- any clue? Do we have any information as to how her name even -- I mean, how the mother of the child came up with her name?

PHIL KEATING, FOX CORRESPONDENT: Yes, that is the enormous mystery right now. How did Casey Anthony conjure up this name, Zenaida Gonzalez, giving that name to investigators, taking investigators to this apartment, saying, That's where I dropped off Caylee? Of course, that apartment had been vacant for five months.

And the only record of a Zenaida Gonzalez was someone who just inquired about renting there on June 17. That woman we just saw is that woman. She confirms that. That she voluntarily approached detectives. They interviewed her twice. They say she has no involvement.

The mother, Cindy Anthony, says going back as far as two years, she remembers her daughter, Casey, mentioning a Zenaida Gonzalez as a baby- sitter or nanny, and she says simply that's not the Zenaida. And in fact, the sheriff's department confirmed today they took a photo of that Zenaida Gonzalez, showed it to Casey Anthony in jail, and Casey Anthony responded, I don't know who that is.

VAN SUSTEREN: All right. So the plot thickens, in other words, in terms of the alleged babysitter...

KEATING: Right.

VAN SUSTEREN: And who that might be, if she even does exist. All right. We're outside the grandparents' home. Today there was another search. What happened?

KEATING: That search was primarily to deal with relations. The actual commander overseeing the sex crimes and missing persons unit, he came out there, say, Look, this is not to explore, this is just to make sure you guys are happy. We're all cooperative here. We're all working together.

But we did find out this afternoon what was searched for and obtained yesterday during that two-and-a-half-hour search. We got ahold of the search warrant. They looked for any items that had trace evidence of DNA, blood or other fluids. And they specifically were looking for and presumably took out 11 articles of clothing that Casey may have been wearing on the day Caylee disappeared. There was shirts, skirts, pants and jeans.

VAN SUSTEREN: How about a search? Are the sheriff's department -- are they looking, scouring ponds, taking in tips?

KEATING: They are going to do a dive operation tomorrow. The sheriff's department says this is not directly related to the search for Caylee. However, they do these training operations every month, so tomorrow happens to be the day for training. They've got this case. They say there's nothing evidentiary that has led them to want to look in water, but they think, you know, As long as we're going to search and send our dive teams in for training, let's search the waters around here because there is a big canal that runs right behind this house. One also runs at a 90-degree angle down the road. And we also know that in the past week, they did search a wooded area behind a nearby elementary school. Of course, they found nothing. And they had cadaver dogs, which sniffed (ph) on it.

VAN SUSTEREN: And of course, the bottom line is that no one even knows if Caylee is dead or not. I mean, people are making the assumption, a lot of people are. But she could be alive and with somebody.

KEATING: Absolutely. That is the family's position. That is Casey's position, that there is this Zenaida Fernandez-Gonzalez out there. And Kid Finder Network has put out hundreds of thousands of those 8-by-11 fliers with Caylee's picture on them. They're all over downtown Orlando and much of the state of Florida. So there is an active search trying to find this little girl, and the parents are requesting everyone nationwide, if you've seen that girl, please call authorities.

VAN SUSTEREN: And of course, we keep putting her picture up, so we assist in that, as well. Phil, thank you.

KEATING: Sure.

VAN SUSTEREN: Right now, "On the Record" takes you inside the apartment complex where Casey says she left little Caylee with the baby- sitter. New information reveals someone named Zenaida Gonzalez, as Phil just said, did visit the Sawgrass apartments in Orlando, but not for long.

Former LAPD detective Mark Fuhrman is on the case.

(BEGIN VIDEOTAPE)

MARK FUHRMAN, FMR LAPD HOMICIDE DETECTIVE: Greta, we're standing in front of the apartment, 210, right upstairs here at the Sawgrass apartments, where on June 17, a woman by the name of Zenaida Gonzalez actually came into the office here and asked and was interested in renting an apartment.

Watch Mark Fuhrman's analysis

This name is the name that Casey Anthony gave detectives initially, the name of her nanny, and brought the detectives over to this location -- not specifically this apartment, but this complex -- and said this is where the nanny lived that she had been dropping Casey off for the last two years.

Now, ironically, Zenaida Gonzalez came in here on June 17, and she was actually shown this apartment right up here. Now, she filled out a guest card. And the guest card management says they only take the name, they take the phone number and the e-mail, if they want to give it. They don't get a signature. They don't write it in their own hand.

The management here was very helpful in helping us out to try to separate between somebody that's name is Zenaida Gonzalez and Casey Anthony. Are they one and the same? I'll tell you what I found out.

First, management says, in the office, people that actually saw Zenaida Gonzalez, they looked at her, and she was visibly Hispanic -- visibly Hispanic is how they described her -- dark hair, above-the-shoulder hair that was coarse-appearing with a slight wave. Now, she had brown eyes. And some of the interesting things that they do when they actually get an application is they run a credit check and a criminal check. Those are two things that they didn't get to because a full application wasn't made.

Now, the detectives that came here just today, they brought a 12-pack photo lineup. They had 12 photographs in that lineup, and in that lineup was somebody that they believed to be Zenaida Gonzalez. Now, there were two people that were shown those photos, two people in the office that actually saw that woman in the office on June 17, and both of those parties in the office picked out the same person.

Now, I asked one of those people, Was the person who you picked out in that photo Casey Anthony? And she said, Absolutely not. Well, we tried to back up some of this information by taking the phone number for the office here and contacting our source on the phone records to see if on the 17th of June or any time in that period between the 16th and the 18th, that Casey Anthony called this office. The phone number was not on her cell phone. The number that was left on the guest card was the cell phone.

Greta, it seems rather complicated, and I would agree with anybody, how does Casey Anthony know the name Zenaida Gonzalez, and how does she know that Zenaida Gonzalez even came over here to actually get a guest tour of this apartment? Well, I mean, the answer will have to be that Casey Anthony and Zenaida Gonzalez are either one and the same person, or they crossed paths at some point, or Zenaida Gonzalez's identification crossed paths with Casey Anthony at some point, or they have a third party that they both know. Either way, the person that came here on June 17 by all indications was not Casey Anthony.

(END VIDEO CLIP)

VAN SUSTEREN: Every clue, every person of interest we want to know, we want to report to you. Former LAPD homicide detective Mark Fuhrman is a critical part of our team here on the ground in Orlando. And last night, Mark, you told us that CSI teams were busy getting -- inside. They had a black light inside the Anthony home. And today, now we've got another search.

FUHRMAN: We have another search. And you know, this is how investigations progress, though. As they do things and they learn things or they talk to people, they go back to the well, so to speak. And this is really the only place where they have a crime scene right now or a possible crime scene is the Anthony home.

VAN SUSTEREN: But what's sort of interesting, though, is that what brought the police back -- or the sheriff's department, I should say. What brought the sheriff's department back there today was that Cindy, the grandmother, called them up and summoned them. It's not as though the sheriff's department suspects something was being withheld and went over with a search warrant, she called them.

FUHRMAN: Well, you know, it's interesting. When somebody does that, you're certainly not going to say, No, we're not interested because there might be a reason.

VAN SUSTEREN: No, but it -- but it doesn't say -- I mean, at least it suggests that there's no one hiding anything inside that house.

FUHRMAN: It certainly suggests that they're cooperating and their main concern is to find their granddaughter, Caylee. So they're trying to do everything outwardly to not only the sheriff's department but to the media to show that they're very much on the team that's trying to find Caylee and get to the bottom of this mystery.

VAN SUSTEREN: All right. What's so peculiar about that piece that we just watched with you is that on June 17, the day after the grandchild was last seen by the grandfather in the home behind us, is when Zenaida Gonzalez goes to the apartment. But what we have heard is that Casey was using Zenaida Gonzalez's name for a longer period of time as a baby-sitter. It's bizarre.

FUHRMAN: Well, it's bizarre, but don't forget that in part of this investigation, Casey Anthony is being investigated and/or will be charged for forgery or check-cashing for $700 of a friend of hers of which she acquired ID and check. So you kind of wonder if this is something that she did on a regular basis and she possibly acquired this woman's identity a long time ago, or, like I said at the location, that they crossed paths and she simply took her name and used that as a repetitive excuse to where her child was.

VAN SUSTEREN: Well, is the -- let me go back. And I saw your piece, but let me see if I understand. The sheriff's department showed a picture of Casey Anthony to the people at the apartment complex.

FUHRMAN: To my best knowledge, they showed a 12-pack photo lineup, and in there was Zenaida Gonzalez.

VAN SUSTEREN: How about Casey Anthony to see if Casey Anthony was by any chance using her identification?

FUHRMAN: I do not know that. But they did not -- the one person that was at the apartment complex -- they showed two separately. The one person absolutely said, I did not see a picture of Casey. And I will tell you, the girl that I picked out that came into the office was definitely not Casey Anthony. She also said something else. I questioned her at length about viewing this woman, and I said, Was she visibly Hispanic, or was there a question, Is she Hispanic, what is her descent? She says, No, she was visibly Hispanic, and then she went into the description of her hair and her demeanor and her general appearance, and it did not pick Casey Anthony. And she was definitive saying, This is not Casey Anthony.

VAN SUSTEREN: All right. Mark, Stand by. We're going to have more with you in a second.

And coming up, Cindy Anthony, the grandmother, speaks out about today's huge developments in the search for little Caylee. She goes "On the Record" next.

And later: Brett is a Jet. Late last night, after weeks of drama, Brett Favre became a former Green Bay Packer quarterback, and tonight he is speaking out about it. What is he saying? Well, you will hear Brett Favre in his own words.

(COMMERCIAL BREAK)

VAN SUSTEREN: Detectives were back at the Anthony home, which is right behind us. They were there earlier today. And Caylee Anthony's grandmother says she called them there to collect evidence.

Moments ago, Cindy Anthony went "On the Record."

(BEGIN VIDEOTAPE)

CINDY ANTHONY, MISSING TODDLER'S GRANDMOTHER: Right now, you know, there's just some things that I thought would be helpful for them to look at. Some of them were actually Caylee's things, I can say.

VAN SUSTEREN: Things that I probably saw when I was in here or not the other day?

ANTHONY: No, because they weren't out in the open.

Watch Greta's interview

VAN SUSTEREN: What did they say? Did they take the items and thank you for them?

ANTHONY: Oh, absolutely, you know? Absolutely. They thought that they would be very helpful. So they took them, and you know, we logged them in, and I'll be getting them back when they're finished with them.

VAN SUSTEREN: Now, this is not the first time they've taken things from the house, though, right?

ANTHONY: No. That's correct. They took stuff on the 16th.

VAN SUSTEREN: Of July.

ANTHONY: Of July. And we let them have our computer, our home computer, a few days later. I gave them my camera that had the video that I shot of Caylee. There's quite a few things that -- you know, that they have that we've openly said, Whatever you think will help. There's a lot of stuff that I wanted them to take the first couple nights. But you know, I think a lot of it, you know, they're just trying to go through different steps and processes. So some of the stuff that they came back for, I had expected them to look at, you know, early on.

It's actually, some of the clothes. I mean, it's already out there that the stuff -- all the stuff that they took yesterday was just some clothing of Casey's. And it's just stuff that -- some of the stuff she had with her, you know, over that month's period of time.

VAN SUSTEREN: I can't even begin to imagine the difficulty for you. You're the grandmother, the mother, you know, and I -- you know, you're looking for your granddaughter. Is there a way to put it? I mean, like -- you know, people watch this, they may not -- they haven't walked in your shoes.

ANTHONY: Well, as far as the police coming into my home, it's not really difficult. I mean, it's not something that anybody wants to have happen, but it's not difficult for George and I to open our home to them because we know there's nothing here that's going to prove foul play against Caylee. There's nothing here that's going to prove my daughter did anything to her daughter. So it's a natural thing.

You know, the more they can say, OK, this is fine, this is fine, this is fine, then it just justifies what we've been saying all along, that, you know, Caylee was taken from Casey and that's the direction that we need to focus on. And I think that's where it's all going.

I've been pretty straightforward, shooting from the hip from day one. I don't have anything to hide. All I want's my granddaughter back. And I believe my daughter. If somebody brings some evidence to me down the road that proves me otherwise, I'll be the first to say I was wrong. But I don't see that happening because I -- there's no evidence. There's no reason. She has no motive to do any harm to her daughter. It's out of character. You know, she's not ill. So it's not like some of these other single moms that don't have family support, that doesn't have a way out.

VAN SUSTEREN: She couldn't tell you?

ANTHONY: She couldn't tell me that Caylee was taken, if Caylee was truly taken and she felt there would be danger to Caylee or to us, and that's what she maintains.

VAN SUSTEREN: But her mother -- I mean -- I mean, you seem like a pretty, you know, straightforward mother and...

ANTHONY: Well, she knows if something would have happened, I would have forgiven her and I would have helped her through it. That's why the accident thing doesn't make sense to me, either. If Casey -- if Caylee ever got hurt, who's the first person she would ever call? It would be me. You know, Mom, you know, Caylee's pulling on her ear, what do you think? Well, she probably has an earache. Let's go take her to the doctor's. Because I'm her mom and I'm her -- you know, I'm a nurse. So I mean, if it comes to Caylee's health or well-being, I would be the first person to call.

You know, I love Casey, no matter what. If something happens that she has a hand in it, I'll be the first to say, You need to be punished, OK? And that's the God's honest truth.

VAN SUSTEREN: Will you be able to forgive her?

ANTHONY: I forgive everybody. I forgive the people today, if they have Caylee and bring her back. If they bring her back unharmed, I would forgive her or forgive them.

(END VIDEOTAPE)

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