Eccentric 70-year-old widow Mrs Laura Henderson purchases a redundant cinema and remodels it to create the Windmill Theatre in London, as a post-widowhood hobby and appoints autocratic manager Vivian Van Damm. In 1937, they start a continuous variety revue called "Revudeville", but after other theatres copy this innovation, they begin losing money. Mrs Henderson suggests they add female nudity, similar to the Moulin Rouge in Paris, something unprecedented in the United Kingdom. The Lord Chamberlain (Rowland Baring, 2nd Earl of Cromer) reluctantly allows this under the condition that the nude performers remain immobile, so the performances can be considered art, the equivalent of nude statues in museums.
Because the theatre's auditorium is below street level, it is relatively safe during the bombing of London, and performances continue. The performers bravely go on with the show even during frightening bombing raids, and the posed nude girls resume their poses, after ducking, as the whole theatre is shaken and the scene flats all round them sways when a bomb lands close by.
Maureen, one of the cast, becomes involved at Mrs Henderson's instigation with a young soldier, Paul, one of the audience regulars. Maureen becomes pregnant and receives word that after Paul is demobilised, he intends to return to his girlfriend. She becomes very upset, and hands in her notice. Before further developments, she is killed by a bomb while leaving the theatre.
Other scenes depict life in the theatre during the period. Mrs Henderson and Mr Van Damm frequently clash, but also show great appreciation for each other.
Eventually, the authorities want the theatre to close because of the danger from bombs to crowds gathering outside the theatre. Mrs Henderson successfully argues that for soldiers going to die in the war, this is their last chance, and for many of the young soldiers their only chance, to see female nudity. She reflects on the death of her son in the First World War, and how he may never have even seen a naked girl except on a French postcard he had been carrying when he died in a gas attack.
The film's closing credits explain that, on her death in 1944, Mrs Henderson bequeathed the theatre to Mr Van Damm.
Judi Dench as Laura Henderson
Bob Hoskins as Vivian Van Damm
Will Young as Bertie
Christopher Guest as Lord Cromer
Kelly Reilly as Maureen
Toby Jones as Gordon
Thelma Barlow as Lady Margot Conway
Anna Brewster as Doris
Rosalind Halstead as Frances
Sarah Solemani as Vera
Natalia Tena as Peggy
Melody Squire as Millerette
Sir Thomas Allen as Eric Woodburn
Richard Syms as Ambrose
Samuel Barnett as Paul
Ralph Nossek as Leslie Pearkes
biographical musical that tells the true story of Laura Henderson, an eccentric British socialite who opened the Windmill Theatre in London in 1931