Michael Moore wants to investigate Treasury Dept

Maverick filmmaker Michael Moore took the first step on Wednesday in launching his own probe into the U.S. government's investigation of him for making an unauthorized trip to Cuba to film scenes for his latest movie "SiCKO."

Moore's attorney David Boies sent the U.S. Treasury Department a Freedom of Information Act request for all documents in its possession regarding its civil investigation of Moore which was launched by the Treasury's Office of Foreign Assets Control.

The Office of Foreign Assets Control told Moore earlier this month that it was conducting a civil investigation to see if he violated the U.S. trade embargo restricting travel to Cuba. The office said Moore did not apply for the license required for Americans visiting Cuba.

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