what to wear to burlesque night?

Hi :)
I'm hoping for some advice on what to wear to a burlesque night. I have a proper steel boned, tighlacing underbust corset, seamed stockings and a pencil skirt but I don't know what to wear with it. I was I was planning on wearing the corset as outerwear, but would need like a top underneath but something in a 40's or 50's style and I'm lost! Anyone have any ideas?:)
 
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