Plus, see Fisher's dog Gary frolic in the Mediterranean at Cannes

From Singin’ in the Rain to Star Wars, the mother-daughter duo of Debbie Reynolds and Carrie Fisher have starred in some of Hollywood’s most iconic films. Now, the new HBO documentary Bright Lights: Starring Carrie Fisher and Debbie Reynolds takes a deep dive into the pair’s legacy.

Fisher and co-director Fisher Stevens — joined by Fisher’s dog, Gary — sat down with EW and PEOPLE at this year’s Cannes Film Festival to talk about why they wanted to chronicle Fisher and Reynolds’ relationship in a documentary.

“We met Carrie, and she kind of had this idea to chronicle Debbie’s last nightclub performance,” Stevens explained. “Because she was quite performing quite a bit — actively — when we started filming. We were able to capture, I think, sort of lightning in a bottle.”

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The documentary quickly turned into a more intimate look at Fisher and Reynolds’ relationship — including the fact that they live in separate houses on the same compound, separated by just a hill. And, as Fisher revealed, the property itself has a Hollywood pedigree of its own.

“The house belonged to Robert Armstrong, who was in King Kong,” she said. “He built it. Then Bette Davis. Then Edith Head lived there for the longest time, and so she is the biggest impact on it. And then us.”

Stevens co-directed Bright Lights with Alexis Bloom, and the documentary will air on HBO soon.