Dillinger was shot and killed by FBI agents on July 22, 1934 at the Biograph Theater on Lincoln Avenue in Chicago after receiving a tip from Dillinger&#39;s friend Anna Sage. Sage, known as the &#34;Woman in Red,&#34; told authorities that she, Dillinger, and Dillinger&#39;s girlfriend Polly Hamilton Keele would be at the movies and to look for her dressed in red. Some reports say Sage was actually dressed in orange.