One of the sisters was actress Sally O'Neil. Her first appearance was in the Laurel and Hardy short 45 Minutes from Hollywood in 1926. After appearing in a few dozen films in the 1930s she retired.
Only 16, she defeated 2,000 contenders in an audition for the tough girl heroine in the 1927 prizefighter movie The Patent Leather Kid. She has a star on the Hollywood Walk of Fame. O'Day died in Avila Beach, California, aged 87.