You could have a look at the Arthur Lloyd site for general background http://www.arthurlloyd.co.uk/ . The Theatre Archives Project of the British Library http://www.bl.uk/projects/theatrearchive/generalinfo.html gives a great number of links, resources and pointers to other sources including archives. Windmill Theatre and the Windmill Girls have been the topic of so much publicity (wasn't there a film recently?) that a Google search should yield info. Ann Jensen Music Halls