No one knows when she was born or when she died; her name is something out of a fairy tale; she may or may not have been an inhabitant of Lilliput village in Coney Island’s Dreamland for a time. You really can’t much closer to being an actual legend than this.
Only a handful of facts about Princess Pee Wee are known. Her given name was Harriet Elizabeth Thompson. She stood about a yard tall. In the mid twenties she was part of the Whitman Sisters’ company, where for a time she was partnered with Willie Bryant. (The dance number called for her to dash in and out and under Bryant’s legs, a number that was later appropriated for a Shirley Temple–Bill Robinson film). In 1936 she appeared in the film The Music Goes ‘Round, starring Harry Richman. After this, I’m afraid the poor little thing appears to have slipped through the cracks.
To learn more about vaudeville, consult No Applause, Just Throw Money: The Book That Made Vaudeville Famous, available at Amazon, Barnes and Noble, and wherever nutty books are sold.