- Changed her stage name from Dawn O'Day to Anne Shirley after playing the lead character of the same name in the film Anne of Green Gables (1934).
- Longtime friends with actress Geraldine Fitzgerald, Anne attended a taping of Fitzgerald's guest appearance on The Golden Girls (1985).
- She and third husband Charles Lederer had their 1949 wedding at the New York home of Random House publisher Bennett Cerf. The couple maintained homes in Bel Air and Malibu for quite a long time. They maintained homes in Beverly Hills and Santa Monica. After Charles' death, Anne had a home in West Hollywood. Their home in Beverly Hills was across the street from Lana Turner's home, where Johnny Stampanato was murdered.
- Mother, with John Payne, of actress Julie Payne.
- On August 25, 2020, she was honored with a day of her filmography during the Turner Classic Movies Summer Under the Stars.
- Not to be confused with another Dawn O'Day, a brunette dancer who appeared in a few Vitaphone musical shorts in the early 1930s.
- She was awarded a Star on the Hollywood Walk of Fame at 7020 Hollywood Boulevard in Hollywood, California on February 8, 1960.
- Grandmother of Katharine Towne.
- Attended the Lawlor Professional School for young performers, under the tutelage of Viola F. Lawlor.
- Ex-mother-in-law of writer-director Robert Towne. Ex-aunt-in-law of Pippa Scott.
- Sister-in-law of Pepi Lederer. Ex-sister-in-law of Allan Scott.
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