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Given Henderson’s high-society connections, she pulled a plethora of notable guests to the venue, including Queen Victoria’s grandchildren, Princesses Helena Victoria and Marie Louise. 

Following her death in 1944, Van Dam ran the theatre throughout the late 40s and 50s, seeing a number of notable comics and models through its doors. Spike Milligan, Peter Sellers, Bruce Forsyth and Barry Cryer were among those that had their first success at the Windmill. 

After turning into a cinema in the 1960s under new ownership, the venue lost much of its pizazz, showing films such as Nude Las Vegas

One of the dancers at the Windmill Theatre, Soho, making a telephone call during the interval

John Chillingworth/Getty Images

It wasn’t until Paul Raymond, the Soho ‘sex super-baron’, took over the venue in 1974, that it returned to its former glory as a popular late-night hangout, reintroducing burlesque to its stage. In 1986, management turned to Debbie, Raymond’s daughter, before turning into a television studio and then into an ‘erotic club’. In 2021, the Windmill went through a £10 million refurbishment under new owners Ryan Bishti and Amrit Walia, reopening as a restaurant-cum-bar, with a cabaret.