Lillie's unique appeal rarely came across on screen. Her first film, the silent "Exit Smiling" (1926) was a hit, and she shone in the all-star "Show of Shows" (1929). But her film work was spotty from then on: the early musical "Are You There?" (1930), the Bing Crosby musical "Dr. Rhythm" (1938), the stagy British-made "On Approval" (1944) and a cameo in "Around the World in 80 Days" (1956). She went out in style, though, with a brilliant turn as a white slaver in "Thoroughly Modern Millie" (1967).