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Elsa von Freytag-Loringhoven wore dresses of New York City refuse, got arrested for only wearing a Mexican blanket in public, and once waved a giant dildo around in the streets. She brought dada to the US before the better known movement rose in Zurich in 1916.
Sources (Used/Consulted/Read Along the Way)
Baroness Elsa: Gender, Dada, and Everyday Modernity by Irene Gammel
Djuna: The Life and Work of Djuna Barnes by Phillip Herring