 This was the movie that bank robber John Dillinger had just seen  before he was gunned down in front of Chicagos Biograph Theater on  July 22, 1934. He had been set up by Anna Sage, the madam of a  brothel, who knew Dillingers girlfriend, Polly Hamilton. Sage was  facing deportation and thought the tip might get her off. She told  FBI agent Melvin Purvis that she would be wearing red, leading her  to be dubbed "The Woman in Red". Dillinger was shot three times when  he tried to escape, and Sage wound up being sent back to Romania.