Go to Google. Type in (using quotes): "May your bare ass always be shining." As of 9:06 pst this morning, you would have gotten 99 hits, all (well--I didn't actually read them all) assuring you that this was the text of a message (telegram?) from Eleanor Roosevelt to Gypsy Rose Lee.
Did she say it? Boy, you'd sure hope so, wouldn't you? Restore your faith in humanity. My own guess is that it's about as authentic as Richard Holbrooke's last words--something to be filed under "too good to check." Again as with Holbrooke, I can believe in a kind of quasi-truth: maybe somebody on the press team scratched it impudently across a telegraph blank for the edification and entertainment of his buddies. Than as inevitably happens with impudent jokes in the newspaper copy, it made its way into print. I'd say maybe a 30 percent chance that she never knew she said it.
Heaven knows I am not an Eleanor scholar--or a Gypsy scholar either. Maybe this is all in the footnotes of the best biographies. I'd probably be just as happy if I never found out.
Oh, and my source: Janet Maslin.
Afterthought: My friend Clyde says that what she really said was just "shake your moneymaker."