Kay Thompson's larger-than-life story is an effervescent toast to show business with a shot of Auntie Mame and a twist of The Devil Wears Prada.

A multi-threat entertainer and a world-class eccentric, Kay Thompson was the mentor/best friend of Judy Garland, the vocal guru for Frank Sinatra and Lena Horne, and the godmother/Svengali of Liza Minnelli (who recreated Thompson's nightclub act in her 2009 Tony Award-winning event, Liza's at the Palace).

She went to school with Tennessee Williams, auditioned for Henry Ford, got her first big break from Bing Crosby, trained Marilyn...