In the 1940s, Murray appeared regularly at Billy Rose's Diamond Horseshoe, a nightclub which specialized in a "Gay '90s" atmosphere, often presenting stars of the past for nostalgic value. Her appearances collected mixed reviews: her dancing (in particular the Merry Widow Waltz) was well received, but she was criticized for her youthful costumes and heavy makeup application, trying to conceal her age. In 1946, she taught ballroom dancing to young teenagers at a dance studio in Los Angeles. It was located on Crenshaw Blvd., near 48th Street.