In January 2008, when Andrew Cockburn and his wife Leslie started making a documentary about the subprime mortgage crisis, the Dow Jones Industrial Average was above 13,000, the U.S. unemployment rate was under 5 percent and Lehman Brothers and Bear Stearns were still big names on Wall Street.

During the next 11 months, the Dow plunged 43 percent, Lehman Brothers and Bear Stearns collapsed and the U.S. economy fell into its worst slump since the Great Depression.

“It was a big story when we started, but it got even bigger as we were making the film,” Andrew Cockburn said. “We certainly didn’t know that all these huge banks would fail and that the market would crash.”

The Cockburns examine the roots and ramifications of the subprime debacle in “American Casino,” which shows how the resulting financial crisis has affected Main Street as well as Wall Street. The film is playing in New York and will open in other U.S. cities throughout September and October.

Andrew Cockburn, 62, whose father Claud covered the 1929 stock-market crash for the Times of London, has made numerous documentaries with his wife. They also wrote and produced “The Peacemaker,” a 1997 Hollywood thriller starring George Clooney and Nicole Kidman.

Cockburn, who lives in Washington, spoke to me on the phone last week while visiting New York to promote the film.