"I always felt that if Chris was still around, Robin would still be alive," the Tony Award winner, 76, admitted in the doc, which details the ups and downs of Reeve's life, which included a paralyzing horseback riding accident.
While Reeve died in 2004 at age 53, Williams took his own life in 2014 at age 63.
According to a report, the Fatal Attraction star first touched on the their relationship in 2017 at the Christopher & Dana Reeve Foundation's annual gala.
"Their friendship, their connection, is the stuff of legend," Close gushed. "It not only endured, but became a life-giving force sustaining them both."
"On Friday evenings, Chris would literally swoop in, piloting his own plane, scoop Robin up, and away they would fly for the weekend," she revealed of what went down when filming a movie with Williams. "On Sunday, late afternoon, Chris would swoop back in and deliver Robin back — I have to say a little worse for wear."
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"They were living the kind of fast and crazy life that our business can hand to you if you become a wildly famous phenomenon, practically overnight," she added of the movie stars.
In one documentary about Williams, journalist Rob Shuter shared a hilarious story about how the comedian cheered up his friend after his tragic accident.
"Robin felt partially responsible for not having done enough to save his friend John Belushi, so when he entered the hospital room for Christopher Reeve, he dressed up as a German doctor. He had a thick accent," Shuter spilled.
"He insisted that Christopher Reeve turn over and have an exam, a proctology exam. Reeve was really, really surprised. He couldn’t figure it out," he continued. "Then, he finally realized this was his mate, this was Robin Williams. The two of them had a great laugh, maybe the first laugh since the accident occurred."
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