John F. Kennedy Jr. and Anthony Radziwill

Photo Credit: Carole Radziwill

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Carole's husband, Anthony, was not only John's first cousin; they were best friends. But most times, they behaved like brothers.

In her memoir, What Remains, Carole writes, "John is Oscar to Anthony's Felix. If Anthony is the angel, the well-mannered school boy, John is the scamp…Watching them, I can see they can't stand too close to each other and can't bear to be too far apart."

John was Anthony's best man at his wedding, and he also stood by Anthony's side throughout his long battle with cancer.

The first time doctors told Carole her husband was on the verge of death, John showed up at the hospital late that night wearing a tuxedo. He had just come from a black-tie affair, and he went straight to the bedside of his best friend and held his hand. "[John] was made for the big moments, and he always pulled it out," Carole says. "And this was a big moment."

"[John] started singing a song, humming at first and then started singing," Carole says. "Carolyn and I didn't know what the song was, but it was a children's nursery rhyme. And then Anthony recognized it. It was called "Teddy Bears Picnic"…It was a song that John's mom would sing to them when they were 11- or 12-year-old boys—when they thought they were big—and she would sing this song to remind them that they were still little boys."

Although Anthony was in and out of consciousness, he smiled and started humming along with John. "And in the book, I remember you saying," Oprah recalls, "That the doctors think that Anthony will die tonight, and John takes him, by singing that song, to the safest place he knew."