According to her autobiography, the oxygen story is true.
Also, Miller writes that it was Louis B Mayer who told her she must always look like a star. She went on to say she never left the house without full make-up and looking like a movie star. It's what her public expected of her, and she always delivered. One can only wonder what she'd think of today's 'stars', who are photographed in public in various stages of dishevelment.
Jerry Herman writes in his autobiography, 'Showtune', about intimate dinners at his townhouse with just himself, Ethel Merman, and Ann Miller. I'll bet that once the wine flowed (Herman is a non-drinker), those two gals could get quite salty.
And in his wonderful book 'Diary of a Mad Playwright', James Kirkwood chronicles the out-of-town tribulations of his play LEGENDS!, starring Mary Martin and Carol Channing. As the end of Martin's contract drew near, word got out that the show was looking for an actress to replace her (Channing was willing to re-sign). One day Kirkwood's phone rang and it was Ann Miller on the other end, suggesting herself as a replacement for Mary Martin. As she told Kirkwood 'What you need up there are a couple of real C**TS!'
'Our whole family shouts. It comes from us livin' so close to the railroad tracks'