I would like to add that I'm not old enough to understand all of the names in this song.
-Joe Offer-

The "Miss Lee" would be Gypsy Rose Lee. Rosita Royce, Zorina, Lili St. Cyr, Margie Hart, Sally Rand were all strippers (or, ahem, ecdysiasts) well known in 1940 when "Pal Joey" first premiered on Broadway.

I'm assuming those are the names you meant. ; - )

Jay