By Jill Serjeant

LOS ANGELES (Reuters) - The Kennedys may be America's most famous political dynasty, but it took one of their own to get them to open up about their private lives and their place in U.S. history.

Filmmaker Rory Kennedy, 43, the youngest of the 11 children of slain U.S. Senator Robert F. Kennedy, and his wife, Ethel, persuaded her mother to give her first extended interview in more than 20 years for an upcoming HBO documentary that is also the first film about the Kennedys to come from within the family.

Even so, it wasn't easy. "Why should I have to answer all these questions?" Ethel Kennedy, 84, asks her daughter early in the film. "All this introspection. I hate it!"

"Ethel," to be shown on HBO in October, brings together rarely seen home video, photos, TV footage and anecdotes from several of the children of Ethel and Robert Kennedy.

It traces the couple's early courtship, life at home filled with dogs, horses and even a pet seal, and the political careers of President John F. Kennedy and Robert, who served as his brother's attorney general. Both were killed by assassins.

"I didn't really want to do it mostly for personal reasons. I didn't want to ask my mother and my siblings to go through some of the difficult moments that have been part of our history," Rory Kennedy told television journalists on Wednesday.

"As a family generally we don't dwell on the past, at least publicly. And as a family, we are not a share-all family," she said.

Rory Kennedy, who was born six months after her father's death in June 1968, said she was persuaded by friends at HBO to do the film, and by the agreement of her mother and siblings.

Asked where she drew her strength after her husband's assassination in Los Angeles while running for president, less than five years after the November 22, 1963, assassination of his older brother, Ethel credited her children and her Roman Catholic faith.

"When we lost Bobby, I would wake up and think, it's OK, he's in heaven, he's with Jack. So it made it easy to get through the day," she said.

The film also reveals Ethel's mischievous side, In her younger days, she earned speeding tickets and pushed members of John F. Kennedy's Cabinet into the family swimming pool at parties.

Her children also recall how on a visit to FBI headquarters in the 1960s, when J.Edgar Hoover was in charge, Ethel Kennedy dropped a cheeky suggestion in the organization's public suggestion box, "Get a new director."

"It was rude and I apologize," Ethel quipped on Wednesday.

"Ethel" will air on HBO on October 18.

(Reporting By Jill Serjeant; Editing by Peter Cooney)