“I do not own it, Ben Bradlee and Sally Quinn own it, yes, yes, we must be very clear about that!” exclaimed Frances Hayward, the silver-haired animal-rights activist and philanthropist who has rented the famous Grey Gardens mansion in East Hampton for twelve years now.

Ms. Hayward was arriving at the Ziegfeld premiere of HBO’s new Grey Gardens film, starring Drew Barrymore and Jessica Lange as eccentric Kennedy cousins Big Edie Beale and Little Edie Beale.

“I was originally living in Lauren Bacall’s house,” Ms. Hayward explained. “And then she sold it, and I had heard about Grey Gardens. This was many, many years ago, before it was that famous. It was just, 'Oh, right, that’s the house with all the cats, remember, Jackie Kennedy’s cousins?' It was Sally who had the vision—they bought it when it was just a wreck—and it was Sally who had a vision to restore it and make it the lovely place it is today. It’s just a beautiful sweet house with the most fabulous garden in the world.”

The renowned address is still strewn with artifacts from the Beale era. “Their books are there, their old steamer trunks are there,” said Ms. Hayward. “There are lots of remnants. They’re all over the place, the whole family is.”

The house, whose squalor was first immortalized in the brothers Albert and David Maysles' 1976 documentary, has only seen its fame grow over the years, thanks to a Rufus Wainwright song, a blog, a Broadway musical, and now this film.

When Ms. Hayward mentions her address these days to acquaintances, "Well, now they say ‘Oh my God!’"

Former New York Mayor Rudy Giuliani arrived, grinning, his arm around wife Judi Giuliani. The duo power-walked the red carpet, stopping only briefly to acknowledge that they’d never seen the Maysles' documentary.

“No, but we’ve been to the house!” said Mr. Guiliani. “She loves it.”

“It’s a fabulous house, obviously,” concurred Ms. Guiliani, who wore a hot pink dress. “It’s been renovated since what you’re going to see, I assume, in the movie.”

They couldn’t remember the exact reason for their visit. “We were at an event. I don’t remember," said Mr. Guiliani, laughing.

The packed theater cheered as Ms. Lange, portraying the aged Edith Beale in prosthetic make-up, broke into hysterical singing onscreen.

Afterwards, at the Pierre Hotel, where a very un-recession-like dinner of Dover sole and lobster Caesar salad was rolled out for hundreds, Ms. Barrymore held court in the bar area in a retro fur stole and hair net, greeting and hugging friends.

Nearby, her onetime boyfriend, "I'm a Mac" actor Justin Long, was overheard evading another reporter's question about whether they were still dating. He didn’t say no, he was insisting, he said “no comment.”

“I’m having a hard time coming up with words because I loved it so much,” he told the Daily Transom about the film. “And I loved the documentary so much, and I’m amazed they were able to capture it. Like, they really captured it; they got it. And that’s a feat that’s … it’s beyond belief for me right now.”

And Ms. Barrymore’s performance? “Again, like, words are escaping me. She just lost herself in it. It’s one of the greatest, transformative performances I’ve seen in a long time. A beautiful, tragic performance.”

He refused to say whether he’d seen her at all during the filming. (Later, the Daily Transom spotted the pair sharing several suspiciously long embraces.) “Personal stuff I’d rather not talk about,” Mr. Long explained. “I know she worked her ass off.”