I recently stumbled across The Charles H. McCaghy Collection on Flickr.
Cross dressing as an 18th Century man
It is a fantastic collection of Victorian and Edwardian cabinet cards of burlesque, music hall and cabaret stars of the time.
It's an amazing resource for people interested in early photography, costume and entertainment of the time, and it's very interesting to see how burlesque costumes have changed since then.
There definitely seems to have been more effort in the costumes than there is in many burlesque outfits today, although in saying that it's likely that if someone had a cabinet card made of them they likely weren't just anybody, so I guess it would be like comparing someone from the local pub to Dita Von Teese.