Nifty Bailey

The film

In turn-of-the-century New York City, con artist Peaches O'Day befriends Captain Jim McCarey, a cop who must turn her in unless she leaves town. The clever Peaches returns transformed as sultry brunette and Parisian sensation Mademoiselle Fifi. After catching her show, a crooked mayoral candidate tries to shut it down when Peaches demurely declines his romantic overtures. McCarey jumps in the race for mayor, and the loyal Peaches fervently campaigns for him.

Synopsis from TMDB.