The title of this documentary comes from a 2017 complaint that President Donald Trump reportedly directed at his then-attorney general Jeff Sessions. In January 2018, the New York Times reported that when Trump learned that Sessions would recuse himself from the Justice Department's investigation of possible Trump campaign involvement in the Russian plan to interfere with the 2016 election, Trump was furious. In the presence of many White House officials, Trump launched into a tirade in which he accused Sessions of failing to protect him, during which he asked, "Where's my Roy Cohn?" Cohn had been one of Trump's early mentors and had also served as his lawyer and "fixer."
One of two documentaries about Roy Cohn released in 2019. The other one, Bully. Coward. Victim. The Story of Roy Cohn (2019), was produced by and aired on HBO.