The dance was premiered in 1914, quickly catching the eye of the husband and wife duo Vernon and Irene Castle, who lent the dance its signature grace and style.
It also had a Broadway run in 1913 at the Knickerbocker Theatre starring Grossmith's in-law, Vernon Castle.
She married two more times; the same year, she married Frederic McLaughlin (a man 16 years her elder), and two years after he died in 1944, she married George Enzinger (d. 1959), an advertising executive from Chicago.
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During her marriage to "Major" McLaughlin, who was the owner of the Chicago Blackhawks, she is credited with designing the original sweater for the Blackhawks Hockey Club.
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He also produced several musicals and musical reviews during his career, including Watch Your Step, the first musical by Irving Berlin (which featured Vernon and Irene Castle in their Broadway debut).
During breaks from the fast paced Castle Walk and One-step, Vernon and Irene Castle's music director, James Reese Europe, would slowly play the Memphis Blues.