They began filming, naturally enough, at Hemingway's starting point, his Oak Park, Illinois birthplace. Then up to northern Michigan, which Palin noted hasn't changed much since Hemingway spent his summers there growing up, and later wrote stories based on it. They then traveled to Italy where Hemingway served as an ambulance driver in 1918 after enlisting in the Army during the first World War. After an accident which sent the young Hemingway to Milan to recuperate, he returned briefly to the U.S. and then was sent to Paris as a reporter for the Toronto Star. In Spain in 1926, Hemingway wrote The Sun Also Rises then suffered a two year bout of writer's block.
The cure to this apparently was an accident in Paris two years later when a skylight fell on Hemingway's head and he wrote A Farewell To Arms soon after. For the series, the director wanted to recreate this accident with Palin using a camera that would come crashing down and stop inches from his head to simulate the effect of the skylight. That at least was the plan and it worked flawlessly ... for the first two takes. On the third attempt, the camera crashed into Palin's head, sending him to the hospital and he received even more stitches than Hemingway had in the original accident!
Hemingway then set up shop in Key West, Florida, forsaking the various "writer's communities" in other major cities, preferring a place where he could pursue his interests. He made his first trip to Africa in 1933, and Palin was hot on his trail decades later filming in Kenya (which led Palin on a digression about the correct pronunciation of "Kenya," "Palin" and even asserting that John Cleese's original name had been "Cheese"). Filming a scene with a caged cheetah earned Palin a minor swipe from the cat on his leg and the right to add "attacked by a cheetah" to his résumé!
In the mid-1930s Hemingway moved to Cuba, then traveled to Spain to cover the Civil War. In 1940 he and third wife moved back to Cuba outside Havana. Palin was intrigued by Cuba while filming there, noting again that Hemingway had chosen to live away from the main center of population. In 1953 Hemingway returned to Africa with his fourth wife on a disastrous trip, suffering two plane crashes within 36 hours! Palin and his crew went to the town where Hemingway had been taken after his miraculous rescue after crashing his plane (the first time) in the middle of nowhere. It was while trying to take off in a second plane that Hemingway crashed and burned but managed to escape, and Palin was able to interview an eyewitness to the horrific accident.
Hemingway was never quite the same way again, and began to suffer physically. Despite knowing Fidel Castro personally, he had to leave Cuba in 1959 after 20 years and settled in Ketchum, Idaho where he would spend his final days. Palin visited the house Hemingway lived and killed himself in, perfectly preserved to this day, although parts unsettled him, particularly a display of guns and bullets. One final trip was to the nearby cemetery where Palin finally felt a closeness to Hemingway, that although he couldn't always respect him as a human being, his admiration for Hemingway as a writer had grown after all the months on the road.
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