She left St. Louis at thirteen, married Willy Wells and was divorced two weeks later. Despite her quick marriage and divorce, Josephine would go on to tour with a dance troupe from Philadelphia called “the Dixie Steppers.” She joined the chorus in a Road company performing the black musical comedy Shuffle Along where she made a splash. Then she was chosen for "La Revue Negre" in Paris to dance at the Théâtre des Champs-Élysées. She performed topless, in feathers, and turned Paris upside down. Baker soared to stardom and never looked