Gypsy Rose Lee. Tempest Storm. Lily St. Cyr. If there’s one word associated with these famous women, it’s “burlesque.” In the modern sense of the word, burlesque was a popular form of theatrical variety show featuring risqué comedy, parody, and pastiche. When it was exported from Victorian England to the United States in the 1840s, American elements were added: minstrel show performances, stage magic, contemporary...