Josephine Baker and Anna May Wong are two exceptions to white hegemony in early show business. They became the first Afro-American and Chinese-American stars in the 1920s, and reached international stardom in spite of their ethnicity but also because of it. Their careers and success were based on their exoticization. Baker and Wong's exoticism has much to do with ethnicity, but also with sex and gender. Their exotic dances on stage or on screen can be considered to be forms of erotic shows. This article shows how sex, gender and race are entangled in their movies and burlesque shows. It also discusses the ways in which the agency and the audience of the performer should be taken into account and analyzes how these performances were both rooted in Western imaginative geographies as well as connected to symbolic and material spaces.