Her mother's death in 1915 required Nonna to care for her two younger siblings. To support them and herself she took several jobs, including work as an artist's model and a cloak model. She soon entered vaudeville with her brother Frank, and by 1918 she was performing as a chorus girl at the Winter Garden Theatre in "The Passing Show of 1918". Her appearance in that Broadway production led to more stage jobs, and soon Naldi found herself in the "Ziegfeld Follies" of 1918 and 1919. It was at this time when Nonna Dooley changed her name to "Nita Naldi," which she adapted from the name of a childhood friend, Florence Rinaldi.