A half-century before Madonna, Gypsy [Rose Lee] understood how to make performance out of desire, how to exploit the very human and eternal instinct to always want most what we'll never have.

One of the biggest questions to me was whether or not Gypsy the person was capable of loving anyone or anything beyond Gypsy Rose Lee the creation, and even that was a conflicted, tortured relationship.

The ideas and practices of Franz Anton Mesmer, an 18th-century Australian healer, had spread to the United States and, by the 1840s, held the country in thrall. Mesmer proposed that everything in the universe, including the human body, was governed by a 'magnetic fluid' that could become imbalanced, causing illness.

She [Gypsy Rose Lee] was a sophisticated self-satirist with a contagious delight in the comedy of sex. She was coy; she was sly; she always had a witty quip; she had an intensely dramatic presence.

I felt differently about her [Gypsy Rose Lee] during every phase of the research and writing process. Often, I felt incredibly sorry for her; she had an extremely difficult childhood and a complicated 'to say the least' relationship with her family, her mother especially.

I think Gypsy [Rose Lee] would be appalled at today's rawer, more blatant displays of the female form. She was, in her own way, a prude.

If Lady Gaga and Dorothy Parker had a secret love child, it would've been Gypsy Rose Lee. Gypsy arrived for opening nights at the Met wearing a full-length cape made entirely of orchids, while Lady Gaga shows up wearing a full-length cloak made of meat.