Laura Henderson (Dame Judi Dench) buys an old London theater and opens it up as the Windmill, a performance hall which goes down in history for, amongst other things, its all-nude revues.Laura Henderson (Dame Judi Dench) buys an old London theater and opens it up as the Windmill, a performance hall which goes down in history for, amongst other things, its all-nude revues.Laura Henderson (Dame Judi Dench) buys an old London theater and opens it up as the Windmill, a performance hall which goes down in history for, amongst other things, its all-nude revues.