Anyone who has seen the movie Funny Girl (1968); starring Barbra Streisand, is familiar with the story of Fanny Brice (1891-1951). When Brice was a sixteen-year-old chorus girl, George M. Cohan fired her, telling her she would never make it on Broadway. So she went into burlesque, where she performed a comic imitation of Eva Tanguay's sultry Salome act — with a Yiddish accent. Her rendition of "Sadie Salome" (1909), written by Irving Berlin, impressed an associate of Florenz Ziegfeld, who invited her to join the 1910 Ziegfeld Follies. Brice was a woman doing comedy without a partner, unusual in the 1910s and for years afterward. She was thin and unattractive at a time when most women on the stage were hired for their figures and faces. The daughter of Jewish immigrants, she brought ethnic humor into the mainstream, first through the Follies, then...