This chapter begins with the relationship and “marriage” of Anna Held and Ziegfeld (the marriage was never formalized) and discusses how Ziegfeld turned Held into a national celebrity by planting a false newspaper story about her fondness for milk baths. The first signs of strain in the marriage appear as Held’s tours keep her and Ziegfeld apart. Ziegfeld attempts to create shows for Held that critics and audiences will not deem old-fashioned, and his well-known reputation for pessimism regarding his productions is reinforced by several flops. The chapter compares Ziegfeld’s shows with other shows on Broadway, mainly those of George M. Cohan. It also delves into the self-destructive habits Ziegfeld uses to cope with failure, such as gambling and refusing to commit to a settled life with Held. Ziegfeld shows his commitment to Held through the vehicles he finds for her rather than through quality time spent together.