Dunn, a nightclub singer, came into her line of work honestly, having been first exposed to burlesque in her hometown, New Orleans. After a stint as a go-go dancer in New Jersey, she joined a word-of-mouth-only cabaret in Manhattan's Tribeca neighborhood. Years later, she took it over; it has since evolved into her current show, Le Scandal. This off-Broadway performance, featuring sword swallowers, magicians and (of course) burlesque is a hit with the Vaudeville-forever crowd. So much so, that it happens to be the longest-running show if it's kind. Dunn also teaches burlesque to a wide range of students including NYPD officers and mother-daughter enthusiasts who want to learn more about the art.