They were music megastars, and they all opened up to him. As Tony Palmer's best films resurface, the documentarian talks to Phelim O'Neill about Leonard Cohen's tears, John Lennon's fake beard – and the day Liberace invited him into his hot tubReading this on mobile? Click here to view videoTony Palmer was studying moral sciences at Cambridge University in the 1960s when a moderately famous band arrived in town.