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Academy Award-winning filmmaker Michael Moore is under investigation by the U.S. Treasury Department for taking ailing September 11 rescue workers to Cuba for a segment in his upcoming health-care documentary "Sicko," The Associated Press has learned. [snip] The Treasury Department's Office of Foreign Assets Control notified Moore in a letter dated May 2 that it was conducting a civil investigation for possible violations of the U.S. trade embargo restricting travel to Cuba. A copy of the letter was obtained Tuesday by the AP.