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There's the dancer Lola Montez (birth name Eliza), who became infamous for being a high-class courtesan and the mistress of King Ludwig of Bavaria in the 19th century.

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There's also the song "Lola" by The Kinks which is quite famous, about a young man falling for a cross-dresser named Lola.

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So it has a general "sexy femme fatale" vibe.