Carmen Miranda, the lady in the tutti-frutti hat, captivated global audiences from the 1930s through the 1950s. She had charm, talent, and money. She also had an incessant loyalty to her identity—affording curiosity, admiration, desertion, parody, and her own self-mockery. All this from a pop icon who once said she only needed a good bowl of soup and the freedom to sing to be happy....