Watch VoirFilms. Jackie and Marilyn is based on the allegations of Truman Capote's close friend John Cohan. He purports that right before Marilyn was set to appear at a New York press conference in 1962 - where she intended to expose her affair with President John F. Kennedy to the entire world... something stopped her. Allegedly, Monroe called off the televised exposé because of a covert conversation with Jackie Kennedy. By the end of their meeting Marilyn had miraculously agreed to cancel the conference.