“Ziegfeld Girl” is a 1941 Metro-Goldwyn-Mayer musical film starring James Stewart, Judy Garland, Hedy Lamarr, Lana Turner, Tony Martin, Jackie Cooper, Eve Arden, and Philip Dorn. The film was directed by Robert Z. Leonard and featured musical numbers by Busby Berkeley.
The story deals with three showbiz hopefuls – Susan Gallagher (Judy Garland), Sandra Kolter (Hedy Lamarr) and Sheila Regan (Lana Turner) – and their efforts to attain the lofty status of “Ziegfeld girls.”

Lana Turner plays Sheila Regan, a girl from Brooklyn, who is discovered working in a department store and becomes a Folies queen. Sheila leaves her boyfriend (Jimmy Stewart) to become a rich man’s mistress and then slides downhill into alcolholism.

Developing the role of Sheila Lana discovered how much she liked acting.
Unfortunately she didn’t have many roles with dramatic possibilities until then. 
This was her first grown-up dramatic role. When Lana read the script, she took it as a sign, that MGM believed in her, which gave her confidence as well as the desire to prove her bosses right. She dedicated herself to giving a great performance through training with acting coach Lillian Burns.
The clothes and jewels, the most elaborate she had seen up to the time she made this film, made a huge impression on Lana, as did the script. 

Walk down the stairs:

Trailer:

You can watch the film here.

Lana Turner did a lot of movies. She really loved being a moviestar.
Here are the most important films in which she starred. Just click the links for more info, photos and videos.

20 April 1937: A Star Is Born
9 Oct. 1937: They Won’t Forget
24 Oct. 1937: The Great Garrick
1 Jan. 1938: The Adventures of Marco Polo
22 July 1938: Love Finds Andy Hardy
12 Aug. 1938: Rich Man, Poor Girl
9 Dec. 1938: Dramatic School
28 April 1939: Calling Dr. Kildare
18 Aug. 1939: These Glamour Girls
29 Sept. 1939: Dancing Co-Ed
19 April 1940: Two Girls on Broadway
19 July 1940: We Who Are Young
25 April 1941: Ziegfeld Girl
12 Aug. 1941: Dr. Jekyll and Mr. Hyde
2 Oct. 1941: Honky Tonk
18 Febr. 1942: Johnny Eager
27 Aug. 1942: Somewhere I’ll Find You
1 April 1943: Slightly Dangerous
19 Aug. 1943: Du Barry Was A Lady
13 Nov. 1943: The Youngest Profession
23 Aug. 1944: Marriage Is a Private Affair
8 March 1945: Keep Your Powder Dry
1 Oct. 1945: Week-End At The Waldorf
2 May 1946: The Postman Always Rings Twice
5 Nov. 1947 : Green Dolphin Street
1 Nov. 1947: Cass Timberlane
29 April 1948: Homecoming
20 Oct. 1948: The Three Musketeers
1 Sept. 1950: A Life Of Her Own
2 March 1951: Mr. Imperium
5 Sept. 1952: The Merry Widow
25 Dec. 1952: The Bad And The Beautiful
25 Aug. 1953: Latin Lovers
1 May 1954: Flame And The Flesh
7 Sept. 1954: Betrayed
13 May 1955: The Prodigal
4 June 1955: Sea Chase
14 Dec. 1955: The Rains Of Ranchipur
12 Jan. 1956: Diane
13 Dec. 1957: Peyton Place
30 Jan. 1958: The Lady Takes A Flyer
2 May 1958: Another Time, Another Place
30 April 1959: Imitation Of Life
23 June 1960: Portrait In Black
19 July 1961: By Love Possessed
2 Nov. 1961: Bachelor In Paradise
25 Dec. 1962: Who’s Got The Action?
24 Febr. 1965: Love Has Many Faces
27 April 1966: Madame X
30 April 1969: The Big Cube
7 Nov. 1974: Persecution
27 Oct. 1976: Bittersweet Love
31 Oct. 1980: Witches Brew
21 May 1982: Dead Men Don’t Wear Plaid

Sources: Wikipedia, IMDB, Rotten Tomatoes, Lana’s biography “Lana, the Lady, The Legend, The Truth“, “The Films Of Lana Turner” by Lou Valentino and “Lana Turner, The Memories, The Myths and The Movies” by Cheryl Crane.