When I first joined up on FAOL (200 one of the first questions I raised in a thread was about a Sz #40 Royal Coachman fly that George Herter said was tied by Helen Shaw.
On page 23 of his book Professional Fly Tying, Spinning and Tackle Making:
ODDITY
The world's smallest fishing fly was tied by Miss Helen E. Shaw, of Sheboygan, Wisconsin on January 21, 1939. It was tied on a specially made English hook size forty. The pattern was Royal Coachman.

I didn't get much of a response to my question on the board and some blew it off as Herter B.S.. At the Denver fly fishing shows that year I asked Dave Whitlock and Lefty Kreh and I got some Helen Shaw stories but they didn't know if Helen had ever tied the fly Herter talked about in his book. Lefty has some #32's of Helen's on his wall at home given to him by Helen. Lefty was really good friend's of the Kesslers. I really thought he would know. I got shoulder shruggs from the old timers I questioned at the shows and the local fly shop historians when I asked them. I kinda gave up on the Herter assertment.

Until now: http://web.mac.com/robertdotson/Fly_...n_Shaw.html#27

I've finally satisfied my curiousity. I really do think the fly is a part of fly tying legend. Maybe you do too.