Michael Moore is being investigated by the U.S. Treasury after he allegedly broke a trade embargo with Cuba by travelling to the Caribbean island with a group of September 11th rescue workers. The stunt was part of the Oscar winner's latest documentary Sicko, a critique of the health-care industry in America. He supposedly travelled with the 10 rescue workers, made ill from their efforts after the terrorist attacks on New York's World Trade Center, in a bid to seek treatment for them. Moore this week (07May07) received a letter from The Treasury Department's Office of Foreign Assets Control, notifying him that it was conducting a civil investigation for possible violations of the trade embargo restricting travel to Cuba. It reads, "This office has no record that a specific license was issued authorizing you to engage in travel-related transactions involving Cuba." Moore has reportedly arranged for the film to be held in a "safe house" outside the U.S. to protect if from government interference - ahead of its planned premiere at the Cannes Film Festival on 19 May (07).