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Definition of the Windmill Theatre from the Oxford Advanced Learner's Dictionary

 

the Windmill Theatre

 
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a former small theatre in the West End of London (1931-1964). It was well known for its shows of dancing by naked or almost naked women. Comedians used to tell jokes between the dancing shows, and many famous performers (including Tony Hancock and Peter Sellers) started their careers there. It was the only theatre that stayed open when bombs were being dropped on London during World War II.