FAQ

No she wasn't. She seduced the doctor to make him say so. In the scene where Billy talks with the doctor, he tells him that his (the doctor) fly is down. She did this in order to draw publicity and sympathy back to her case. Also she admits it in the conversation with her husband after the trial.

The movie opens with a pair of eyes and the camera going into them. Assuming that's Roxie, it could mean that the ENTIRE movie was part of her imagination. That's hinted when she imagines she's singing "All That Jazz" instead of Velma. The "Nowadays/Hot Honey Rag" number also suggests this, because in the audience we see Billy, who wouldn't care about seeing them perform. However, some musical numbers (like "Mr. Cellophane") can't be imagined by her, because she isn't present in the scene.