Margo Alison Margo Alison, seen as "Lily St. Cyr," in "Marilyn - The Secret," at the Macha Theatre, in West Hollywood, is a classically trained actress, dancer and filmmaker from Russia. Margo also played Marlene Dietrich, in "Garbo`s Cuban Lover," also at the Macha. She has the lead role in the forthcoming film, "The Fly.