Fez-Hatted Host Sings at Zombie Burlesque Las Vegas March 2014 By the time I was contacted by a representative of the new "Zombie Burlesque" show in Las Vegas to do a review, I was already curious. Having tracked its opening inside the conglomerate of theaters at Planet Hollywood owned by David Saxe Productions, the V Theater, I had read in the Las Vegas Sun that the show name was conceived via an impromptu napkin poll by Saxe on an airplane flight. David Saxe has a history in Las Vegas,as the son of a traditional Las Vegas Showgirl. His mother wore the 30 pound head dresses and performed in revues.