Whatever floats your boat...
The smoking hot smoker is Dita Von Teese. Yes, I'm positive that's her real name. The black and white concert footage is from the climax to "Hangover Square" (1945). The other footage and the song is from "Burlesque"--though I'm not sure that number actually made it into the film--might be a DVD extra, and some footage I found from the Paris Crazy Horse. (Dita, by the way, was performing as a guest at the Crazy Horse).