Without giving too much away, the location of the action - an opera house - and the presence of a watchman, who not only used to be an opera singer in the house, but is also somewhat crazy, brings to mind The Phantom of the Opera. This is not to say that Lady of Burlesque is great literature - it's not. But it is fun; once you realize that the plot has very little to do with burlesque, and is a murder mystery, the sooner you will enjoy it. As this New York Times review says, perhaps the movie should have just been called "Murder in the Old Opera House". But that probably wasn't titillating enough.
The film, of course, had it's problems. The studio originally planned to have Gypsy Rose Lee play herself (in the book, Dixie is, in fact, Ms. Lee), and use the title of her novel. Not surprisingly, the Production Code Administration objected to the title of the book, and to the strip-tease aspect of the burlesque house. So, we never actually see Dixie strip - we see her throw a muff and reactions from the audience! This TCM Article and the accompanying notes page will give you more information on the films troubles with the PCA.
Though released in 1943, the film has absolutely nothing to do with World War II. A text crawl at the beginning of the film is the only thing to remind us that there is a war going on: "Along the Great White Way, Before the lights went out..." We know from that opening and by the fact that burlesque was almost completely gone by early 1940s, that this film is set in the not-too-distant past. It is pretty clear that the Old Opera House is one of the last of the burlesque houses open. By 1942, Mayor LaGuardia of New York City had pretty much shut down all of the burlesque houses. Those that were left struggled to survive, as did the performers. As we see in this film, the performers seem to have no where else to go - which makes the idea that someone is trying to close down the Old Opera House even more important to the story line.
Stanwyck does her own singing, and, as is mentioned in the New York Times review (above) the film highlights her dancing talents. After all, Stanwyck started her career in New York City, dancing at the Ziegfeld Follies, and branching out to do Broadway plays and musicals (like Keep Kool in 1924 and Tattle Tales in 1933). She even appeared in Broadway play entitled Burlesque (1927), in which she played Bonny, the show's leading lady. Lady of Burlesque must have felt very familiar to this talented woman. She's lots of fun in the role - brash and daring, and very self-sufficient. Her verbal tennis with Biff Brannigan really makes the movie.
Michael O'Shea (Biff Brannigan) had an interesting career. This was his first of 21 film appearances. He also appeared in a number of television shows. His second marriage, to Virginia Mayo, lasted for 26 years, until his death at age 67 from a heart attack. When film work dried up, he began another career, working as a plainclothes operative for the CIA.
Iris Adrian (Gee Gee) is another actress with extensive credits - 160 credits to her name, mostly playing ditzes. She began her career with a couple of silent shorts, and continued acting until the 1980s - at the end of her career working in television and in Disney films. She died at age 82, as the result of injuries suffered in the 1994 Northridge earthquake.
So, take a look at this cute little film, and relish Ms. Stanwyck as she tries to save her theatre. In the meantime, we'll leave you with an early scene from the film, in which Biff tries to romance Dixie (and we find out Dixie's real name):