A number of posters have commented on the unsatisfactory conclusion. This is always a problem with long, complex dramas. Crime is essentially banal, so the pay off is always anti-climactic, whilst detailed exposition detracts from the human drama. The writer has used a number of clever devices to try and get round this, but has not been entirely successful. Answers to precisely what happened and why may have been supplied, but if so they are well buried. The viewer inevitably feels a little cheated.
But in a sense this is unimportant. The drama was never about the crime, or even the investigation, it was about the impact of events on the lives of those involved; the family, the investigators, the witnesses, the press. And as such it was gripping. The writing was a significant cut above the run of the mill for prime-time drama, and the performances uniformly good. In an ensemble piece it is invidious to focus on individuals, but Penelope Wilton deserves special mention for an extraordinary tour de force as the mother-wife-daughter, and Janet McTeer was in cracking form as a hard-bitten old cop.
One of the most interesting aspects of the drama is the handling of race, as the elephant in the room that no-one is prepared to mention. Subtle, powerful stuff.

The memory banks of most of the reviewers here must've short-circuited when trying to recall this Cubic Zirconia of a gem, because practically everyone managed to misquote Lloyd Bochner's Walter Thornton, when in a fit of peevish anger, he hurls the phallic garden nozzle at his new wife, Jerilee Randall-Thornton, (a nearly comatose Pia Zadora) which was used to sexually assault her earlier in the movie...but I'm getting ahead of myself. In any case, poor Lloyd could've been snarling that line at the speechless audience as much as he was his put-upon co-star.
Hard as it is for most of us to believe, especially these days, nobody in Hollywood sets out to INTENTIONALLY make a bad movie. This is certainly not the most defensible argument to make, since there just seem to be so damn many of them coming out. But then again, there is that breed of film that one must imagine during the time of its creation, from writing, casting and direction, must've been cursed with the cinematic equivalent of trying to shoot during the Ides of March.
THE LONELY LADY is in that category, and represents itself very well, considering the circumstances. Here we have all the ingredients in a recipe guaranteed to produce a monumentally fallen soufflé: Pia Zadora, a marginal singer/actress so determined to be taken seriously, that she would take on practically anything that might set her apart from her peers, (which this movie most certainly did!); a somewhat high-profile novel written by the Trashmaster himself, Harold Robbins (of THE CARPETBAGGERS and DREAMS DIE FIRST fame); a cast who probably thought they were so fortunate to be working at all, that they tried to play this dreck like it was Clifford Odets or Ibsen; plus a director who more than likely was a hired gun who kept the mess moving just to collect a paycheck, (and was probably contractually obligated NOT to demand the use of the 'Alan Smithee' moniker to protect what was left of his reputation.) Like Lamont Johnson's LIPSTICK, Meir Zarchi's I SPIT ON YOUR GRAVE, Roger Vadim's BARBARELLA, Paul Verhoeven's SHOWGIRLS or the Grandmammy of Really Bad Film-making, Frank Perry's MOMMY DEAREST, THE LONELY LADY is still often-discussed, (usually with disgust, disbelief, horrified laughter, or a unique combination of all three), yet also defies dissection, description or even the pretzel logic of Hollyweird. Nobody's sure how it came to be, how it was ever released in even a single theater, or why it's still here and nearly impossible to get rid of, but take it or leave it, it IS here to stay. And I don't think that lovers of really good BAD movies would have it any other way.