This might answer your question. "I can find no reference other than the song for Fanny Bright. The earlier respondent is probably thinking of Fanny Brice (October 29, 1891 – May 29, 1951) who was a popular and influential American comedian, singer, theatre and film actress and entertainer, remembered best for her many stage, radio and film appearances and her recordings. She was the creator and star of the top-rated radio comedy series, The Baby Snooks Show" Source(s):http://en.wikipedia.org/wiki/Fanny_Brice I found this at http://answers.yahoo.com/question/index?qid=20071214051605AAsu5UQ

If I had to guess, I'd say there are two possibilities: 1. It is a name that the songwriter made up. 2. It is the name of a friend or relative of a friend that the songwriter knew and included her in the song to give her a thrill.