Marilyn Miller was one of the most popular Broadway musical stars of the 1920s and early 1930s. She was an accomplished tap dancer, singer and actress, and the combination of these talents endeared her to audiences. On stage, she usually played rags-to-riches Cinderella characters who lived happily ever after. Her enormous popularity and famed image were in distinct contrast to her personal life, which was marred by disappointment, tragedy, frequent illness, and ultimately her sudden death due to complications of nasal surgery at age 37.

Sally is a musical comedy with music by Jerome Kern, lyrics by Clifford Grey and book by Guy Bolton, with additional lyrics by Buddy De Sylva, Anne Caldwell and P. G. Wodehouse. The plot hinges on a mistaken identity: Sally, a waif, is a dishwasher at the Alley Inn in New York City. She poses as a famous foreign ballerina and rises to fame through joining the Ziegfeld Follies. There is a rags to riches story, a ballet as a centrepiece, and a wedding as a finale. "Look for the Silver Lining" continues to be one of Kern's most familiar songs. The song is lampooned by another song, "Look for a Sky of Blue," in Rick Besoyan's satirical 1959 musical Little Mary Sunshine.