She next starred in the musical adaptation of Neil Simon's "The Goodbye Girl" with music by Marvin Hamlisch (1993). Peters won her second Tony for Best Leading Actress in a Musical for her performance as Annie Oakley in the 1999 Broadway revival of "Annie Get Your Gun". Among many glowing notices, critic Lloyd Rose of "The Washington Post" commented: "banishes all thoughts of Ethel Merman about two bars into her first number, 'Doin' What Comes Natur'lly.' Partly this is because Merman's Annie was a hearty, boisterous gal, while Peters plays an adorable, slightly goofy gamine. ... For anyone who cares about the American musical theater, the chance to see Peters in this role is reason enough to see the show." "Playbill" went even further: "Arguably the most talented comedienne in the musical theatre today, Peters manages to extract a laugh from most every line she delivers."