The film is based on a true story. After her husband's death in 1937, Laura Henderson (Judi Dench) inherits his wealth and doesn't intend to be bored stiff by widowhood. On a whim, she buys a derelict London theatre, calls it the Windmill Theatre and persuade impresario Vivian Van Damm (Bob Hoskins) to run it even though both of them are at loggerheads. However, Henderson and Van Damm will go down in history for running a non-stop revue. Furthermore, they'll shock a government and be acclaimed by a whole nation (even during the Second World War) by putting female nudity in all the shows.
Obviously, that very aspect of the story provides the comedic flesh to the film. In fact, as it's pointed out, Lord Cromer (Christopher Guest), the government official who approves shows, seems to have no problem with female nudity on paintings displayed museums. However, even though you're not an expert in British history, the film shows quite well that live nudity, back in the 1930s, was still a taboo. This is why he'd rather have the nude women remain still on the stage. At the same time, the film subtly illustrates the change of mentality in the British society.
Other than that, I don't need to go on about how Judi Dench and Bob Hoskins elegantly get the job done even though you don't expect them to play in comedies. Moreover, you can really feel the chemistry between both of them, even if their characters are argumenting with a biting humour.
Finally, this film is not the kind of comedy that tries to make you laugh at every turn. However, it definitely makes up for it with a good timing. Moreover, the musical performance are well done and kudos for the actresses (Kelly Reilly, Rosalind Halstead and Anna Brewster) who mustered a lot of courage and strength to appear nude and remain still at the same time.
Judi Dench, Bob Hoskins, Will Young, Christopher Guest and Kelly Reilly