I've just finished watching this episode. Loved it.
A few thoughts:
I'm glad they didn't show the meeting of Larry's mother and brother - it would be too intrusive. (But I'm glad to hear that they have since met).
I love Larry Lamb in 'Gavin and Stacey'. I knew I'd seen him before but didn't realise he'd been in Eastenders. What a nice man.
Heedrapper's extra info is fascinating.
I'm sure that they must have been able to at least find the death certificate of Albert Day, even if they had to purchase many before they got the right one, unless of course he did emigrate as suggested.
Like Lizzie I did think that finding the Jewish marriage was a very lucky break - almost too lucky.

I also like the way that Larry actually looked up a few records himself (albeit under instruction), and I think the American reseracher explaining his way of thinking and method of researching Catherine, was very good, rather than just presenting Larry with the records, as is often done in the more recent series.
I must repeat what someone suggested after a previous episode, that a 'follow up ' programme would be a good idea. They could include snippets about 3 or 4 celebrities in each programme.
Kooky
That was my idea about the follow up programmes.

There must be a
huge amount still to tell about many of the past participants. They could vary the programmes and perhaps cover several in one episode if there was only a small amount of additional information (even just a quick follow up), or there may be so much about others which would necessitate another full programme. I'd love to see this!
