Variety reports that Sigourney Weaver has signed on to star as the famed Gypsy Rose Lee, a 1930s and ’40s burlesque dancer (who, yes, may have been bi), in an HBO TV movie. Lee also later penned the mystery novel The G-String Murders, which became the 1943 film Lady of Burlesque.
According to Wikipedia, there is definitely a lesbian connection:
Well! Sigourney Weaver, who is executive producing the HBO telepic with Dreamgirls producer Laurence Mark, will play Gypsy Rose Lee circa late 1950s, when she was at the end of her burlesque career and was working on getting her life story turned into a musical. The HBO movie will be filmed this year.
Don’t know what Gypsy Rose Lee looked like? Take a gander: