Unfortunately always overshadowed by Sarah, Billie, Ella, Dinah and even Carmen, Anita O'Day was probably the most versatile of all this great legion of jazz vocalists. Anita moved comfortably between the swing era and bebop with a tough exterior that she carried her entire career. Take about feminism, Anita embodied it and then some. Her ability to scat could rival Louis Armstrong any day. Her gritty demeanour also reflected the rough and tumble lifestyle and demons she fought throughout a large majority of her career. O'Day could go from soft and sultry to fierce and punchy in the blink of an eye.
For jazz lovers there is no more an iconic image (and possibly performance) of Anita than her appearance at The Newport Jazz Festival of 1958, now immortalized in the film Jazz On A Summer's Day. The film itself is highly recommended especially if you are new to jazz. It's not necessarily the jazz version of Woodstock but it does include some incredible and unforgettable performances from jazz icons--especially Anita.
There are very few vocalists who have a catalouge that is as spotless as Anita O'Day's. There's not a dud in the batch. It's probably going to be extremely hard to find individual albums at the this point so you may be left with a host of compilations. While most of them are all quite good the two that are the easiest to find are Finest Hour and The Diva Series. Both cover her most prolific years with Verve (The Diva Series has an absolutely awful cover but its the music that counts) and the most well known material. I prefer the Finest Hour release just because of the sequencing, but that's me. It includes a killer version of Benny Goodman's "Sing, Sing, Sing", "Tea For Two" and "God Bless The Child". In addition, there is a great compilation call Let Me Off Uptown (Columbia) which covers her swing era material with the great drummer/band leader Gene Krupa which is a must.
The jazz completist should seek out The Complete Verve Recordings (Mosaic Records) which is the entire vault and good weekend's worth of listening pleasure. Anita continued to record right up to her passing in 2006. Not too many female vocalist today can hold a candle to O'Day but you can hear the spirit in artists like Stacey Kent, Claire Teal and Claire Martin. A real troubadour for the Great American Songbook, Anita O'Day was a stunning vocalist whose legend needs to be spread and heard by as many people as possible.