“It didn’t matter if a waiter dropped a tray in a restaurant—Rosie would say, ‘Wait for your laugh,’” Dick Van Dyke quips about Rose Marie, who co-starred on his eponymous classic sitcom. “She used it everywhere!” No wonder Jason Wise borrowed her line for the title of his new documentary, Wait for Your Laugh, which opens in New York on November 3 and tells the little-known story of perhaps the longest career in show-business history. 91 years after she started performing, Rose Marie still gets the last laugh . . . and, often, the first.

When Rose Marie—born Rose Marie Mazetta—first heard about The Dick Van Dyke Show in 1961, she was asked, “What’s a Dick Van Dyke?,” and she didn't know. At that time, he was hardly known in Hollywood. But she had been working since she was three years old in 1926, billed as “Baby Rose Marie.” With bobbed hair and a grown-up, gravelly voice, Rose Marie sang on her own NBC radio show before Shirley Temple was even born.

“People used to write in and say, ‘That’s not a child! No child has a voice like that!’” she recalls now. “So, they sent me through vaudeville, across the country, to prove I was a child.”

But even as a child, Rose Marie experienced some decidedly grown-up things. At 10 years old, she was performing at Chicago’s Palace Theatre alongside comedian Milton Berle, when the stage manager said there was a man to see her. Rose Marie and her father, Frank Curley, made their way to the door, only to find Al Capone waiting outside. “Hello, Happy,” Capone greeted her father. “Hello, Al,” he replied. Rose Marie stared, confused. “The boys want to meet her,” Capone went on, pointing to Rose Marie and inviting them to dinner.

The next evening, Rose Marie shuffled into a dining room filled with two dozen of Capone’s confidants seated at a long table. The gangsters sprang up. “We think you’re wonderful!” they beamed at her. Then, the actress remembers, Capone “picks me up in his arms and says, ‘From now on, you call me Uncle Al!’” Later, she found out that her father worked for Capone under the moniker of “Happy Hank.” “He wasn’t very important,” Rose Marie explains in the documentary. “He was one of the do-this-and-do-that guys.”

In 1946, gangster Bugsy Siegel’s partners asked a 20-something Rose Marie to perform in a new casino, the Flamingo, in Las Vegas, with singer-comedian Jimmy Durante. “What’s Vegas?” Rose Marie wanted to know. At the time, the city had just three hotels and a single taxi, which ferried visitors to and from the desert. “We were the first hotel with all this neon and glamour,” remembers Rosie Marie. “And Bugsy Siegel was running it.”

One night, Siegel handed Rose Marie $10,000 in chips and asked her to play baccarat, hoping she would attract gamblers to the table. She won $25,000. Stuffing the chips down her dress, she went onstage and did her club act. Later, she returned them to Siegel, saying, “I’m not a shill—here’s your damn money.” Siegel smiled, telling Rose Marie, “You’re all right!”

By the time Rose Marie got the Dick Van Dyke Show call, she was ready to play the part of Sally Rogers, a brassy comedy writer in Van Dyke’s character’s fictitious TV office. The show’s creator, Carl Reiner, based her character on female writers he had known when working on the variety program Your Show of Shows. “In the writers’ room of Your Show of Shows, we always had a woman,” Reiner remembers. “So when I was writing this show, I said, ‘We need to get a woman writer in,’ for the same reason.” The difference was that Rose Marie’s character appeared visibly equal to her male comedy partner, Buddy Sorrell (played by Morey Amsterdam)—known in the show’s universe as “the human joke machine.”