 Her final studio recording was "That Lady from Natchez", released in 1999.She continued to perform until just before her death, including a sell-out three week season at London's 'Pizza on the Park' in April 2002.She died in Bray, Berkshire, England, aged 67, in July 2002 (the same year as Peggy Lee) after a 10-year battle with lung cancer, which she always blamed on passive smoking from working in nightclubs, though she herself had never smoked.