'Sex' Symbol: A Juicy Interview with Gaiety Legend Rocky
A quintessential New York story about sex, drugs, the Mob, Madonna, money & fame
July 24, 2026
When Madonna’s Sex book came out in 1992, I had just moved to NYC. We had been seeing pap photos from the making-of for months, but when the actual book landed, I left my brand-new job in the Flatiron Building the day it was released, hopped in a cab and snatched up two copies at $50 a pop from Tower Records — one to read, one to keep.
The book was wildly controversial from the get-go. Some were outraged that Madonna, an A-list celebrity, would “resort” to portraying herself in pornographic poses, implying that nudity was the last resort of has-beens. (It was a different time.)
Others found the book to be a naked effort to snatch attention.
Still others snootily dismissed it on an artistic basis, sniffing that it was derivative.
All three of these forces agreed: Sex was unsexy.
And yet, it sold out everywhere — 500,000 copies — and became an in-demand out-of-print book. It’s legit iconic now, an overused word, and was rereleased in a $2,000 edition of 800 by Saint Laurent in 2022 upon the occasion of its 30th birthday.
Later in my NYC story, I worked in Times Square immediately after Giuliani had largely sanitized it. It was unrecognizable as the place I’d nervously walked through just 10 years prior — clean, safe, boring. But it did have at least one relic from the past: the infamous Gaiety.
The Gaiety, which was in operation from 1975-2005, was a seedy male burlesque palace located on the second floor of 201 W. 46th St. Operated by the Rozis sisters, Denise and Evridiki, it featured fully nude and erect male dancers — some of them visiting porn stars — who would perform on a small stage, mingle with audience members and do much, much more with them in private areas.
Madonna and the Gaiety are forever connected because the Queen of Pop and Steven Meisel, the visionary photographer of Sex, invaded it to cast dancers in their book, even shooting on the premises — all the more reason I can’t believe I never ventured into the place. Too shy.
Through a series of fateful occurrences that were set in motion last year, I wound up getting in touch with Rocky, a major star of both the Gaiety and of Sex. The eternally buff Cuban-American, now 62, was a legend among the dancers, and his chiseled looks and killer body instantly drew Madonna to him. At her direction, his was the only penis on the pages of Sex — and it had plenty of fans during his career in Times Square.
Before I went looking for Rocky, who I wrote about in my Encyclopedia Madonnica (1995-present), I stumbled across a cache of nude images of him in an archive that came to me after a friend’s death. When I reached the man himself, he was thrilled that images of him from his naked youth still existed and told me about posing nude for various photographers and artists.
Our conversation became a deep dive into the not-so-very-long-ago, very-far-away NYC that Scorsese still pines for, but that is certainly gone for good; a recent history of gay male desire; and a delicious gossip session I’m sure you’re going to enjoy.
Check out my podcast with Rocky below:
Or, subscribe (above) for as little as $8 a month (you can cancel anytime) and read on for a lightly edited and heavily illustrated transcript of our talk …
