Lady Sings The Blues (1972) Two days into the filming, Diana ditched the costumes and Bob Mackie & Ray Aghayan were brought in to complete 43 fabulous new creations. The memorable dress she wears leaving the brothel and auditioning for Jerry for the first time (choosing the name "Billie Holiday" on the spot) has history. At right is a 1936 painting by Reginald Marsh called "High Yaller". Marsh made his mark in New York in the 1920s & 1930s with deft portrayals of Depression-era iconography.