The real, real reason Kelly didn't do the film turned out to be frustratingly mundane.
According to Hitchcock and the Making of Marnie, a treaty between France and Monaco had lapsed and it affected taxes and revenue and the water supply, and... yada yada yada. Prince Rainier III didn't feel right leaving Monaco for the U.S. with the prospect of higher taxes looming and therefore it wasn't a good time, bureaucratically, for Kelly to shoot the movie. Or any movie.
As the '60s progressed Kelly returned to the stage for dramatic readings, she narrated some TV specials and documentaries, and made appearances on the small screen as herself. She also pre-taped a segment for the 40th Annual Academy Awards, in 1968. In 1977 an NBC News team came to shoot a special at the palace, but came off a little stilted.
"When the camera wasn't rolling, she kind of emptied her heart," Lee Grant, who did the interview, told The Hollywood Reporter in 2015. "The truth was, her life was terribly restrained—she was princess of a little closed-off castle."
By multiple accounts, by then Kelly lived an increasingly separate life from Rainier, spending half of her time in Paris. As much as she liked older men when she was in her 20s, so she enjoyed the company of younger men as she got older. Her husband supposedly hadn't been acting like much of a prince, either.
On their way back to Monaco from France, Kelly was in a car crash on Sept. 13, 1982, while driving on a windy mountain road with 17-year-old daughter Stéphanie in the passenger seat. She was taken off life support and died the following day. She was only 52.
It was determined she had a stroke on the road, with Stéphanie later saying that she tried to take control of the wheel from her mother, but the car, a 1971 Rover P6 3500 plunged down the hillside.
Cary Grant, U.S. first lady Nancy Reagan and Princess Diana, who had only been married to Prince Charles for a little over a year at the time, were among the 400 mourners at her televised funeral in Monaco. Diana later recalled to a biographer that, in 1981, Grace was at her first public event since getting engaged, and noticing how the 19-year-old looked distressed, took her aside and gave her a little pep talk. Sort of.
"Don't worry, dear," the Princess of Monaco advised the future Princess of Wales, patting her cheek. "It'll only get worse."
Jimmy Stewart delivered a eulogy at a memorial for Kelly held in Beverly Hills. Rainier would later be laid to rest next to Grace when he died in 2005.