Thanks to Tina who's still in academia (and thus has access to Project MUSE and I'm not at all envious of this), I have learned that F. Scott Fitzgerald had many talents:
"In the collection of his papers at Princeton University, Fitzgerald's scrapbook contains newspaper clippings of his publicity photograph and the letters that he received in response; one writer urged Fitzgerald to consider working as a female impersonator. In the same book, he also clipped and saved newspaper articles in which college presidents debated the danger that cross-dressing posed to their students. Yale enacted a rule that men could only perform as women [End Page 27] once every two years, lest their sense of themselves as men be damaged. Perhaps disappointed over his suspension from the Triangle Club (and other extracurricular activities as a result of his grades), Fitzgerald took it upon himself to attend a University of Minnesota fraternity party in drag while home for Christmas vacation. This performance also hit the papers ("He's Belle of the Ball Until Astonished Co-eds Find Blond Wig on Chair") and appears in Fitzgerald's scrapbook."
(Source: Pearl James' "History and Masculinity in F. Scott Fitzgerald's this Side of Paradise", MFS Modern Fiction Studies 51.1 (2005) 1-33)