West was married on April 11, 1911 in Milwaukee, Wisconsin to Frank Szatkus (1892–1966), whose stage name was Frank Wallace, a fellow vaudevillian whom she met in 1909. She was 17. She kept the marriage a secret, but a filing clerk discovered the marriage certificate in 1935 and alerted the press. The clerk also uncovered an affidavit in which she had declared herself married, made during the "Sex" trial in 1927. At first, West denied ever marrying Wallace, but she finally admitted it in July 1937, in reply to a legal interrogatory. The couple never lived together as husband and wife. She insisted that they have separate bedrooms, and she soon sent him away in a show of his own to get rid of him. She obtained a legal divorce on July 21, 1942, during which Wallace withdrew his request for separate maintenance, and West testified that Wallace and she had lived together for only "several weeks". The final divorce decree was granted on May 7, 1943.