I don't recall it having a really strong focus on female characters, but Glen David Gold's Carter Beats the Devil is a pretty fun alt-history set at the point when theater & vaudeville was about to be eclipsed by television. You could also try Connie Willis' To Say Nothing of the Dog, which is a fun time-travel story about a pair of researchers stuck in the 19th century, trying to work their way through a drawing-room farce to untangle a knot in time...both of these are really pleasant ways to spend a few hour...