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.

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.

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.

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.

When Gypsy was older, after she became Gypsy Rose Lee, I think she was both proud and slightly ashamed of her Seattle roots. She worked very hard to rid her voice of any trace of a local accent, cultivating an affected way of speaking that sounded as if she pinned the ends of her words.

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.