The musical comedy was the latest in a long tradition of comedy at the Whitehall Theatre stretching back, as the inside back cover of the programme proudly proclaimed, 21 years. Come Spy With Me followed in essence the ingredients which had made Brian Rix's stream of 'Whitehall farces' successful. The plot centred around la Rue's character Danny Rhodes (a pun on his own name) who, as a spy for MI6, is forced to assume various female disguises, including impersonations of some of the female members of the cast including one Barbara Windsor, fresh from success in another spy spoof Carry On Spying. La Rue's career in cabaret as a female impersonator began in naval concert parties and plays, but by 1966 he was a huge star of the club circuit, owning his own nightclub called simply 'Danny La Rue's'. Writer Bryan Blackburn and director Ned Sherrin built Come Spy With Me as a vehicle for La Rue's talents and critics applauded this 'unique performer's enthusiasm and delight'.