Last Night's TV - Lily Allen: from Riches to Rags, Channel 4; True Stories: Marilyn: the Last Sessions, More 4

She's losing the thread
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How long does it take for a celebrity to lose touch with normality? If you're Lily Allen, the answer is around four years – just long enough, apparently, to lose the ability to stub out your own cigarette, forget what crusts are, and become, in the singer's own words, "completely deluded".

A year ago, Allen, having burst into the charts with her debut album in 2006, announced her intention to retire from pop music, turning her back on fame and returning to "normal life" before she lost her marbles entirely. And that was that. Bye, Lily! Nice knowing you!

But wait, what's this? Three one-hour programmes about Lily Allen, throwing open the secrets of, in no particular order, her career, her finances, her new business, her family, her relationship, her eating disorder, her home, her family's home, her wardrobe and, in a couple of nipple shots, her body – to primetime audiences. This was just in the first episode of Lily Allen: from Riches to Rags, or "the story of a girl who tried to get what we all take for granted – a normal life", as the Hollywood-style voiceover put it. It's not exactly The Shawshank Redemption, but television loves a journey so here we had Lily's arduous odyssey from glamorous mega-fame to boring old "reality". And what better way for a multi-millionaire to find out how we civilians live than by inviting a camera crew to film her every move? I don't know about you, but I can't buy a pint of milk without a quick to-camera confessional first.

It began backstage at Allen's Last Ever Gig in March 2010. It wasn't really her last ever gig, of course; she's since played to thousands at the Wireless and Big Chill festivals, but perhaps that also passes for "normal life" in the world of television. Anyway, after five long years of recording studios, dressing rooms and tour buses, Allen hung up her microphone. "I don't want to be Madonna, thanks. Look at her. She's mental!" Instead, she said, "I want to get married and have kids. Make sandwiches and cut off... what are those brown bits called? Crusts!"

She also got herself a nine-to-five job – "the most backwards step imaginable", according to voiceover man, apparently on a mission to alienate every viewer out there – going into business with her older sister, Sarah Owen. Their idea, a vintage clothing boutique, giving people the chance to rent the designer dream for a night if they can't afford to buy it outright, is not bad. Less promising, it turned out, was the Allen-Owen business model: Lily splashes in a quarter of a million from her personal bank account while Sarah, a former nightclub hostess and famous financial flake (nickname: Fairy), tries to keep track of it. Oh, and the sisters have a history of not getting on. At all.

Still, however much voiceover man tried to fashion some jeopardy with talk of Allen "risking it all" and making "the biggest decision of her life", the stakes stayed pretty low. Allen has pots of money, Mary "Queen of Shops" Portas is on hand and the enterprise is enjoying a massive three-hour advert on peaktime Channel 4.

More gripping was the sibling dynamic – especially one knuckle-chewing scene where their mother tried to be diplomatic over a simmering hotpot – but it's enjoyable voyeurism at best. To her credit, Allen, always ready with a wicked cackle, seems aware of how ridiculous her life is. But if she hates fame as much as she claims to, does she honestly believe that letting herself, and her family, be exposed and edited by the cameras is the way to a normal life, or even that it's worth the custom it might drum up for her shop? That really is completely deluded.

Another look at life lived in the limelight came from Marilyn: the Last Sessions. Patrick Jeudy's atmospheric film took as its base Marilyn Monroe's final appointments with Dr Ralph Greenson, "psychotherapist to the stars". In the weeks leading up to her death in 1962, Monroe clung to these meetings like a lifeline, even buying a house close to Greenson's so she could spend hours rambling in a breathy, barbiturate haze on his couch. After her funeral, Greenson reportedly played the tapes of these sessions to the LA district attorney John Miner, who had been present at Monroe's autopsy. Having kept his silence for 40 years, Miner passed his transcript to the Los Angeles Times in 2005.

Though there's something ghoulish, not to say ethically dubious, about eavesdropping on the starlet's ravings from beyond the grave, Jeudy's film built up an affecting portrait. Among the grimly fascinating, if unsubstantiated revelations (we didn't hear the tapes, just an actress breathing bits of transcript) were Monroe's fear of the dark and of lying down (so she made love during the daytime, standing up), her wish that Clark Gable had been her father and her growing terror of speaking on camera.

By far the best part, though, were the reels and reels of archive material, including footage of the infamous JFK birthday serenade, when, after fluffing her entrance, she was introduced with macabre presentiment as "the late Marilyn Monroe". There was also her first shoot, a heartbreakingly fresh-faced girl with brunette ringlets, her first film, writhing around topless in tiny white knickers, and paparazzi shots of her lifeless body being stretchered out of her home. A tragic tale of what can happen when you live life through a lens.