Mam'zelle Champagne was a musical revue with book by Edgar Allan Woolf, music by Cassius Freeborn, produced by Henry Pincus, which opened June 25, 1906. On opening night at Madison Square Garden, millionaire playboy Harry K. Thaw shot and killed architect Stanford White: the musical's run continued for some 60 performances largely on the publicity from this incident.

Stanford White was known to have seduced Thaw's wife, showgirl Evelyn Nesbit. During the opening-night performance of Mam'zelle Champagne, audience members noticed Thaw repeatedly glaring at White. Thaw eventually got up, crossed over to White's seat and shot him point-blank while the show onstage was in the midst of a number titled "I Could Love a Million Girls". It has never been established whether the subject matter of this particular song was a factor in prompting Thaw to take action at that particular moment.