The show was a hyper-hit on Broadway last year. But although this romantic, high-energy entertainment, with its tremendous dancing, vivacity and jocular hedonism, captures the style and mood of the roaring Twenties, I am uncertain it will triumph here. For unlike Cole Porter's glorious Anything Goes, Thoroughly Modern Millie lacks a crucial ingredient. It misses out on hit songs and music that you come out whistling or humming.