Cindy told a whole new story about where Casey was the first week Caylee was gone during the interview with investigators on August 1. Cindy Anthony relayed to detectives a totally different story Casey told her about where she and Caylee were the week after Caylee had last been seen. Casey said she was working long hours, staying at the Hard Rock Hotel near Universal and at Busch Gardens, where she and the nanny took Caylee on Sunday, then Zanny had a car accident on the way home.

CINDY ANTHONY INTERVIEW:See Images | Watch Part 1 | Watch Part 2 VIDEO REPORT: Investigators Release Video Interview With Casey's MomNEW DOCUMENTS:Conversation Between Casey, Anthony Rusciano (explicit) | Ex-Boyfriend Stutz | Ex-Boyfriend Rusciano | Tow Truck Driver | Tow Truck Company Manager | Casey's Letter To Sheriff Beary | Computer Forensics Report(PDFs) NEW PHOTOS: Photos Investigators Found On Cindy's Cell PhoneHOME VIDEO RELEASED:Caylee With Great Grandfather On June 15

"Zanny had a concussion," Cindy told investigators.

Cindy said she doesn't believe any of it now and that she doesn't believe Caylee was with Zanny.

"I think that Zanny, at this point, was a real person in the beginning, but I think Zanny is now whoever's watching Caylee," Cindy said.

"Do you think we're spinning our wheels looking for a Zanny?" an investigator asked.

"I'm not sure. I have two theories. I think Zanny could either be Amy or Jesse at this point," she told them.

cindyinterview092608-22 CINDY ANTHONY INTERVIEW Images | Watch Part 1 | Part 2 Cindy blamed Caylee's disappearance on Casey's ex-fiance Jesse Grund, who investigators say is not a suspect.

Detective Yuri Melich pressed Cindy, as he held her hand, to stop changing her story, because it's hurting their effort to find Caylee.

"I can't stand in front of a newscast and say everything you've told us so far is the same thing that we've said all along, because I can't say that because you've changed it," he told her.

"Are you looking for a live Caylee or a dead Caylee, Yuri?" Cindy asked.

"We're looking for Caylee, Cindy, because we don't know where Caylee is," he replied. "I can't overlook certain things that exist. I can't."

"She's not a murderer. One thing I know is she loves that child," Cindy said.

But detective Yuri Melich confronted Cindy about withholding evidence that could lead to Caylee.

"I asked you for your credit card records. I still don't have it," Melich said.

"I gave you receipts," Cindy replied.

"You can't hold it back," Melich said.

Cindy apparently held back information about Casey borrowing her SUV at the end of June, around the time Casey claimed George had hit an animal with her car causing the horrible odor.

"Casey borrowed your green truck, George followed her and asked you and said she had borrowed your truck," Melich said.

"I don't know," Cindy told him.

"If she walks in today, we'll be here with our tails between our legs, but we have to ask why," investigator Eric Edwards told Cindy.

Cindy Anthony also told detectives that Caylee's father is an old friend of Casey's from school who moved to Tennessee or Kentucky and later died. She said it was a one night thing when both were going through a rough patch and she only remembers his first name was Eric.

Previous Stories: September 26, 2008: Cindy Tells Investigators Casey's "Not A Murderer" In Newly Released Video September 26, 2008: Computer Evidence Shows Casey Searched For Missing Child Websites September 26, 2008: Childhood Friend Claims Cindy Said "Casey Is Guilty Of Something" September 26, 2008: Casey's Ex-Fiance Calls Her "Diabolical" Liar On Newly Released Recordings September 25, 2008: Zenaida Gonzalez Hires John Morgan For Lawsuit Against Casey Anthony September 25, 2008: Anthony Family May Be Making Millions On Movie Deal September 25, 2008: Source Says Casey Said Caylee Was Sold To Someone In Puerto Rico September 24, 2008: Judge Denies HOA Plea To Move Protesters From Anthony Home September 23, 2008: Casey Anthony's Defense Team Acquires Forensic Scientist September 19, 2008: Caylee Look-Alike Leads Deputies To Swarm Central Florida Home September 19, 2008: Sheriff's Office To Boost Security; Guardian Angels Show Up