Went through the motions of watching last night's Saturday Night Live. Eh. Then catching one of the (very nice for a talking heads) doc series "American Cinema" on the local U station (the episode "The Star"), I was put in the mood for a movie, and finally started in on Dance, Girl, Dance (1940), rated as only 2 stars by the cable guide, which also call it "feminist." It did have a female director (Dorothy Arzner, one of the very few in Hollywood), but then in the credits I was all, like, "Dang!"--- it was co-written by Tess Slesinger, whom I had a stint of admiring when I was in college.
So Lucille Ball is the naughtier girl in this one, the burlesque queen Tiger Lily White (formerly "Bubbles"). Where I leave it now, she may be about to get her come-uppance. How feminist can it be, after all. But it's something to see Lucy doing her dance numbers. Much is made in the early scenes of how she has something men want, and poor Maureen O'Hara doesn't. They work together, for a aged Russian ex-pat ballerina who appears in a necktie; the way they're all trying to figure out how to make it in a man's world is the milieu in which it's being called feminist, and maybe the whole reason for the tag.
Rather than link to one of the youtube versions of Lucy as burlesque in this film (like her version of a hula, which is underwearishly memorable), I'll send you instead (embedding disabled) to the first segment of the "American Cinema" episode on independents, which was my favorite thing on TV in a long time, and for a long time, when it came out in 1995. It's a bit dated, as these things inevitably get, but good TV about movies anyhow: The Edge of Hollywood, Pt. 1.