I guess I would say "How To Marry a Millionaire" is my favorite of hers (light-hearted fun with Marilyn Monroe and Betty Grable starring as well). I also love "Dark Passage" where she helps hide Bogart after a prison escape. I'm a big classic movie buff but I haven't seen "To Have and Have Not" (her debut with Bogart) and some of her others. She wasn't a favorite of mine - I always thought she was rather course and "hard" but she certainly had presence and was unique. I remember reading her autobiography and it was excellent.
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What's not to like about How to Marry a Millionaire! A great musical, with three gorgeous women. `That hardness and courseness was part of her on screen persona -- as the orphaned salon singer, grafter in To Have and Have Not, or the worldly poor little rich girl in The Big Sleep with Bogart.,