Both teens were inside theater 9 on July 20. Bailey's frantic 911 call was played in court last week. In that call she told the dispatcher her cousins Ashley Moser and Veronica Moser Sullivan were shot.
Veronica is the youngest victim of the shooting. She was 6 when she died. Moser is paralyzed, and lost the baby she carrying as a result of the shooting.
"I tried to get Veronica from under her mom because her mother was lying on her chest to protect her she was paralyzed and she couldn't move, I couldn't actually do CPR but I tried," Bailey said.
Wednesday Bailey and Hensley came back to the theater.
"For me, I wanted to go back because that theater was the last place I ever saw Veronica and it really means a lot to me," Bailey said. "So I wanted to see it again, because I feel like when I'm there, there's a part of her there too."
Bailey said she's been to the theater one other time since the shooting, when the construction was just starting.
For Hensley, this was the first time to be back.
"It was good," she said. "I haven't gone to a movie, I kind of feel like I want to. I'm just not sure how it would work out."
Both teens walked in and sat in the same seats as they had that night.
"It brought back memories, but it told me it was safe here. It's better now and things like this don't happen all the time. It's safe here," Hensley said.
"Going back now I feel safer," Bailey said. "I like what they did with it. It kind of makes me want to move forward and stop telling myself that I'm never going to see another movie."
Most of the survivors and victims' families 9NEWS spoke with are choosing not to go back for the opening ceremony on Thursday.
(KUSA-TV © 2013 Multimedia Holdings Corporation)