Dillinger was hiding in Chicago, Illinois, when he was betrayed by the madame of a brothel named Anna Sage. She accompanied him to the Biograph Theater wearing a red dress. This was done so the police could easily see her. Dillinger was gunned down by the FBI as he left the movie theater. Dillinger had chosen to see the Clark Gable gangster movie, "Manhattan Melodrama". Anna Sage became known as "The Lady in Red".