I came upon a telegram from Eleanor Roosevelt herself to Gypsy Rose Lee that read, 'May your bare ass always be shining'. That was the clincher; I had to write about this woman.

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.

It was a great challenge to reconstruct Gypsy Rose Lee life, and my interviews with her sister [June Havoc] proved invaluable. It's not often that writers have access to living primary source material; this was the only person who experienced life on the vaudeville circuit with Gypsy during the 1920s, and who saw her perform at Minsky's Burlesque in the 1930s. She knew things that no one else could ever possibly know.

Female spies typically represented one of two extremes: the seductress who employed her wiles to manipulate men, and the cross-dresser who blended in by impersonating them.

Burlesque thrived during the Great Depression, and by extension, so, too, did Gypsy [Rose Lee]. Men could no longer afford to pay $5.50 to see a show on Broadway, but they could scrape together $1.00 for a matinee at a burlesque house.

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.

I greatly admired Gypsy [Rose Lee] for being able to rise above her circumstances; I was terrified of her; I thought she was generous; I thought she was brilliant; I thought she was cruel.