She did songs that was included in the game, here is a link of her songs:

http://www.youtube.com/results?search_query=peggy+lee&oq=peggy&gs_l=youtube-reduced.1.0.0l4.9534.11843.0.15636.5.4.0.1.1.0.88.345.4.4.0...0.0...1ac.1.nxTWWAGkv2I

This is what she looks like in real life.

http://www.youtube.com/watch?v=yy5THitqPBw