It is shown that any generalized Cohen-Macaulay module $M$
can be approximated by a maximal generalized Cohen-Macaulay
module $X$ up to a module of finite projective dimension, and
such that the local cohomology modules of $M$ and $X$ coincide
for all cohomological degrees different from the dimensions of
the two modules. By a theorem of Migliore there exist graded
generalized Cohen-Macaulay rings which, up to a shift, have
predescribed local cohomology modules. Bounds for this shift
are given in terms of homological data.