This show is where Mary Martin, who achieved immortality in South Pacific and Peter Pan, made her first splash. In this 1938 musical, Mary played Dolly Winslow, the young protégée i.e., mistress of a rich newspaper publisher. This was a clever dig at Marion Davies, MGM actress, mistress of William Randolph Hearst, and the butt of Orson Welles Rosebud joke at the beginning of Citizen Kane. Mary would later be remembered as the mother of actor Larry Hagman of Dallas, the villain that people loved to hate.
Dolly is stranded at a Siberian railroad station wearing only a fur coat, and she performs a striptease while singing. Surrounded by horny Russian men, she says that since shes met Daddy, she will flirt with other men but wont follow through. Of course, Daddy is her sugar daddy.
Brooks Atkinson of the New York Times said that Marys mock innocence made the song the bawdy ballad of the season.