b. 7 January 1883, London, England, d. 13 September 1945, London, England. Gay first appeared professionally as a chorus girl in 1903. She had a natural talent for comedy and quickly became a popular performer in London’s West End and on tour. Among the shows in which she appeared was The Whirligig (1919), a revue by Albert de Courville, Wal Pink and Edgar Wallace, with music by Frederick Chappelle, which ran for 441 performances at London’s Palace Theatre. Also in the show were Morris Harvey, Billy Leonard and Jack Morrison. Gay was in Charlot’s Review (1925), in which she was joined by Jessie Matthews, Peter Haddon, Henry Lytton Jnr., Dorothy Dickson and Edmund Gwenn, the latter later finding success in Hollywood, USA. She also appeared in Noël Coward’s London Calling! where it fell to Gay to introduce the song ‘There’s Life In The Old Girl Yet’.
From Encyclopedia of Popular Music in Oxford Reference.