Here's a sampling of what they had to say:
William Stevenson in his Broadway.com Review:
"Considering the rich source material and the talented creative team, I had high hopes. Unfortunately, much of it is far less captivating than the film. The second act is better than the first, however, and Christine Ebersole and Mary Louise Wilson turn in divine performances as the eccentric Beales…. In theory, it's a good idea. But as executed, the first act serves as a lengthy set-up that is only intermittently entertaining. The show is most successful when it hews closely to the remarkable documentary."
Ben Brantley of The New York Times:
"Anyone who has seen the Maysles brothers documentary will know that Ms. Ebersole looks, sounds, moves and most important, for much of this show's audience dresses with eerie exactitude like the real Edie Beale…. A blend of gentle compassion and acute observation, Ms. Ebersole's performance is one of the most gorgeous ever to grace a musical…. Directed with merciful clarity by Michael Greif Rent, with a solid supporting cast led by the excellent Mary Louise Wilson, the show often coasts on the allure of loudly dropped names and the gay-bait thrills of women in extreme states of glamour and grotesqueness, preferably at the same time."
Frank Scheck of The New York Post:
"Beginning with its ill-conceived premise, the problems with the show are legion. They begin with a first act that should have been jettisoned. Set in 1941 and depicting the central characters while they were still a part of upper-class society, it features absurdly obvious dialogue and situations…. If the score were stronger, the problems might be forgiven. But the songs, with a few exceptions, are generic and largely digressive, and Wright's book lacks the dark wit necessary to fuel the proceedings. Director Michael Greif has assembled a first-rate cast, including Mary Louise Wilson as the elderly Edith and the ever-reliable McMartin as the golf-loving "Major" Bouvier. Allen Moyer's set, supplemented with projections, well conveys the squalor of the later Grey Gardens. Ultimately, though, this is a musical freak show that never really sings."
Howard Kissel of New York Daily News:
"This splendid evocation of the past deepens the second act, which shows the two women bickering, often in dizzy duets. Wilson manages to make the older, dottier Mama surprisingly sympathetic. Ebersole triumphs as both Beales, showing the bewitching resiliency they maintained despite their broken lives. She makes the song "Around the World" a devastating anthem of survival. Lusciously designed and stunningly performed, Grey Gardens brings great wit and luster to a hitherto dreary musical season."
David Rooney of Variety:
"Book author Doug Wright, composer Scott Frankel and lyricist Michael Korie have taken risks at every step of this unconventional, unapologetically esoteric endeavor. Like Sunday in the Park With George also hatched at Playwrights Horizons, this is a musical with two distinct parts set in different time frames. While each part is cleverly designed to reflect the style of its period, many no doubt will find the twin personae irreconcilable…. Even when it flirts with darkly funny Robert Aldrich, Blanche-and-Baby-Jane grotesquerie-as it does willingly, and often-the show never abandons its melancholy awareness of the brutality of life, of the accumulated sadness and disappointment that can push people over the edge."
Linda Winer of Newsday:
"Michael Greif's production is lavish and squalid. The big cast is first-rate. And Christine Ebersole is giving the performance of her amazing career. Since Ebersole transforms from the middle-aged mother to the middle-aged daughter between acts, let's make that the two performances of her amazing career. Doug Wright, the Pulitzer Prize-winning author of I Am My Own Wife, has sculpted a book that tries but not too hard to trace the Edies' devolution from functional females in 1941 to the fascinating frights the filmmaking Maysles brothers found at the condemned Grey Gardens in 1973. If the point of view about the women never entirely persuades, Wright and company know a good story and how to tell it."