The morning after the performance for reviewers of "The Secret Letters of Jackie and Marilyn," there was news of two Warhols -- "Orange Marilyn" and "Sixteen Jackies" -- setting auction records at $16.3 and $15.7 million, respectively. Money is a crude measure, but this is some indication of the obsession that surrounds these two women.

		The Secret Letters of Jackie and Marilyn Where: Pittsburgh Public Theater at O'Reilly Theater, 621 Penn Ave., Downtown. When: Through Dec. 10. Tues.-Fri. 8 p.m.; Sat. 2 and 8 p.m.; Sun. 2 and 7 p.m.; some exceptions. Tickets: $12-$53; 412-316-1600.

So it goes almost without saying that this new play, now having its world premiere at the Public Theater, has the fascination of its two famous icons. It makes good on its implied promise to take us behind the scenes and dish the dirt. And it presents an occasionally obvious but often nuanced version of their supposed friendship and eventual power struggle, along with imaginative insight into their characters. But the play itself feels unfinished, not fully in command of its intriguing materials.

The play's insight has a lot to do with celebrity. Those Warhol images are just two-dimensional, very like "Marilyn" and "Jackie," the public roles the women played. In interviews about playing Elizabeth II in "The Queen," Helen Mirren has described her discovery of having to hide within the icon, of looking out guardedly through its mask. Similarly, Marilyn and Jackie are American queens, as familiar as any famous brand name, but that familiarity masks something we seek to explore.

That's the central given of Mark Hampton and Michael Sharp's new play, as of the novel of the same name by Wendy Leigh on which it is based. How can we get beneath the surface, beyond our paired desires to build celebrities up and tear them down? How can the imaginative artist penetrate their mystery?

By that I mean not only the "real them" but also, in the older sense of mystery, their skill in creating a public persona. The play knows that at the highest heights of celebrity, the air gets thin and the inhabitants breathe comfortably only with each other. Who else can understand their burden? So Marilyn becomes an agent of our discovery of Jackie, and Jackie of Marilyn. They lift the veil, and by engaging with each other, they engage our sympathetic imagination.

Once they have met, via a fan letter from Marilyn to a pre-Jack Jackie (and this raises questions), they carry out a voluminous correspondence and contrive to meet a few times, offering each other the comfort of secret support. They share the strong bonds of being worshipped for their beauty and being used and abused by powerful men.

But from the start, we know that Marilyn had a sexual relationship with Jack Kennedy, and the frisson of the knowledge underlies all their interactions. When does Jackie know? And how long did it go on? The delicacy of the clues left for us to interpret is admirable. This strange play is a fencing match in which the sisterhood of shared celebrity mixes with a ferocious if veiled competition.

I also admire the play's insight into the parallels between these two women's lives as objects of national desire. For all their individual achievements, both had learned young to seek security and affirmation through men. That's most obvious with Jackie, who was raised to make a brilliant marriage, like a royal heir of yore. But how else to understand Marilyn's many liaisons and her marriages to Joe DiMaggio and Arthur Miller?

And they have such titillating things to tell each other. It's often the commonplaces of celebrity gossip, but it's fun to hear Jackie deconstruct the Kennedy family (naughty Joe Sr., boring Rose, fertile Ethel) and Marilyn comment sourly on the sexual proclivities of Grace Kelly, Greta Garbo and so on.

The clues proliferate about Marilyn and Jack, hinting at an affair of long duration, and about when Jackie knows what. By cutting back and forth between supposed letters, a kind of dialogue develops. Jackie even appears to Marilyn in her drunken imagination, and we have to remind ourselves that's no more fictional than anything else. The struggle sharpens. Jackie turns on Marilyn and Marilyn fights back. Both are sympathetic and both aggress, but Marilyn seems the needier of the two.

The play also says something about conspiracy theories of Marilyn's death, suggesting Kennedy parallels to Michael and Kay Corleone, which bothers me the way Oliver Stone history bothers me. I know memoir and fiction now intermingle, but I don't like it. This play may be "only a fiction," but it gets its force by exploiting fact, so it owes something to fact in return. Still, I suppose I'm a minority voice.

The play's main weakness is with its third character, Patty, Marilyn's body waxer (some funny, intimate details here). The conceit is that she was left a cache of Jackie's letter to Marilyn (how she has the Marilyn-to-Jackie letters isn't clear) and is now, 40 years later, revealing this sensational material to us, the press.

But this conceit quickly recedes, leaving Patty as sporadic narrator. This is an opportunity wasted, because Patty is a potentially rich character played by a great comic actress, Carole Shelley. And for some reason the playwrights burden her with an onstage script, which Patty weakly explains by saying she's reading her statement and from her journal because talking to reporters makes her nervous.

Nonsense. That's not the Patty we see, who is shrewd, ebullient, garrulous and perfectly at home. When she is allowed to unfurl her own sardonic wit, she has the audience howling. Why is Patty hobbled in this way, let alone Shelley, when both have so much to offer?

It seemed to me that even some of Patty's ad libs were read. And as of a few weeks ago, Shelley was working with a dialect coach on a Texas accent, but she plays now in her native British. Obviously the concept of her character has changed, so perhaps re-writing continued right through previews, making the script necessary -- and the opening premature. I don't know.

Gretchen Egolf as Jackie and Heather Tom as Marilyn meet the challenge of their famous characters with grace and aplomb. I don't know which impresses me more, the patrician restraint through which Egolf lets us see Jackie's own growing needs and shrewd calculations, or the dewy yearning through which Tom reveals Marilyn's mix of strength and weakness.

Michael McGarty's set is a metaphor itself. A small glass house suggests both privacy and visibility, and black marble platforms create varied levels on which to perform. David C. Woolard's many costumes have the period glamour we want, and Egolf and Tom provide bodies that live up to the opportunities the costumes afford.

Leonard Foglia directs with obvious empathy for these two complex women. If he and the writers can extend that to Patty, they will have a richer play.