Bundle 3 items: Sandy Grease Lady Xanadu Olivia Newton John Blonde Sexy Marilyn Wig Zanadoo by Enigma Wigs, Wig Cap, MaxWigs Costume Wig Care Guide. The Enigma Lady Xanadu is a very elegant piece. It is made up of synthetic fabric of supreme quality that looks and feels completely natural. The piece comes in an average cap size and short length. Works for Marilyn Monroe.