Lux la Croix (who is just fantastic) did a Josephine Baker tribute for her entry to Best Newcomer at Miss Exotic World a few years ago and it was very received in the States at least (check out her myspace pics for what routine won her 1st runner up in MEW this year!! Another tribute, but not one that fits with this thread lol)
Here's a short film about it with some clips of the performance:
Lux la Croix - the newcomer This film is also worth watching for my other idols Renea le Roux, and check out Satan's Angel shaking her stuff - I wish my mum (or most of your grandmas) was as a cool as that!
And as for the Mae West sort of thing, check out again Renea le Roux and of course Dita Von Teese loves Mae West and it shows.