- Entertainer Danny Kaye often made gag appearances dressed up and made up to look like Thompson.
- Goddaughter Liza Minnelli, during her 2008 tour, devoted much of her performance to recreating Kay's famed nightclub act, using her trademark music.
- Godmother of Liza Minnelli.
- She dreamed up her mischievous Eloise character during a 1954 singing gig in New York.
- She once nixed Ivana Trump's offer to build an "Eloise" room in the Plaza Hotel.
- Was portrayed by Sonja Smits in Life with Judy Garland: Me and My Shadows (2001).
- Her first husband was esteemed Big Band trombonist/band leader Jack Jenney, who also played with Benny Goodman, Glenn Miller and Artie Shaw during his brief career. She later married William Spier, one of the top writer/producers of radio drama during its heyday. Both marriages ended in divorce.
- On May 11, 2003, the late Kay was inducted into the St. Louis Walk of Fame.
- Attended Washington University in St. Louis with character actress Mary Wickes; Howard Morgens, future President of Proctor & Gamble; and, prominent lawyer and political insider Clark Clifford.
- Father was a St. Louis pawnbroker.
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