Video, Transcript: Nikki Haley Responds to President Obama's Final SOTU Address

President Obama Delivers Final SOTU Address

Following the premiere of the film "13 Hours: The Secret Soldiers of Benghazi," Megyn Kelly spoke to family members of two of the four Americans who died in the 2012 terror attack in Benghazi, Libya.

Charles Woods and Jeremiah Woods, the father and brother of Tyrone Woods, and Pat Smith, the mother of Sean Smith, shared their emotional reactions to the film.

Charles told Megyn that he wasn't ready for what he saw on the screen.

"I'd read the book. I thought I was prepared. But when I actually saw my son's life being taken from him, it was very emotional," Charles said. "It was almost like I didn't want to be there, but I'm glad I had the experience. It did add to the healing process, the closure ... This is what actually happened."

Jeremiah added it was unbelievably touching to see the strong bonds between the men who fought at Benghazi brought to the screen.

Pat said that she had to leave the theater as soon as the actor who portrayed her son appeared on screen.

"I couldn't handle it," Pat said.

She called Hillary Clinton a "liar" for denying that she told the victims' families that the attack was sparked by an anti-Muslim video.

Charles happened to bring some evidence that ran contrary to Hillary's claim.

Charles opened up a small notebook and read an entry he wrote several days after the attack.

Following a ceremony at Andrews Air Force Base transferring the remains of his son and the other victims, Charles said he spoke to Clinton and she told him that it was indeed a video behind the attack.

"I gave Hillary a hug and shook her hand," Charles read from his notebook. "And she said, 'We are going to have the filmmaker arrested who was responsible for the death of your son.'"

Jeremiah confirmed that his father told him the same story over the phone after his meeting with Clinton.

"That was what we were going on, really, for over a month after he passed," Jeremiah said.

Watch the "Kelly File" clips above.

See the Lineups for the Fox Business GOP Debates on Jan. 14

GOP Candidates React to Obama's SOTU Address on Twitter

Pavlich: Hillary Is 'One of Most Infamous Enablers of Abusive and Powerful Men'

Judge Nap: Cruz's American Citizenship Is Settled and Established