According to this article, a photo of F. Scott Fitzgerald in full drag recently surfaced. Of course too interesting not to post about.
Fitzgerald was then performing a play called "The Evil Eye," which he also wrote the lyrics for, with a musical-comedy troupe known as the Princeton Triangle Club.
The article doesn't get into anything much deeper than what I've posted above. But this sort of thing was quite accepted in those days, especially in all boys schools where Shakespeare was performed.