Dirty Blonde begins with Jo, a young would-be actress and her friend Charlie, both Mae West fans, enthusiastically talking about how they admire a “tough girl,” a girl “who doesn't care if you're shocked,” and who says and does exactly what she wants. (Tough girl was a phrase in vogue in the 1910s and 1920s. It was used to describe raucous, assertive women like Mae West.)

Charlie recalls the dull conformity of his upbringing in the Midwest, while Jo remembers when she first heard the Mae West song, “I'm No Angel,” sung by a Catholic high school friend of hers named Darla, who then promptly gave a full-blown impersonation of West. Charlie recalls when he first saw the Mae West film, I'm No Angel, when he was still in high school. He was so captivated he went to see the film every day for a...