Douglas Carter Beane's 'The Nance' is a bold, brave play, in which this eminent theatrical boulevardier reaches for something deeper and darker. Chronicling Mayor Fiorello H. La Guardia's crusade to wipe out burlesque, accomplished in part by the persecution of gay people, in 1937 New York City, the show offers taut direction from Jack O'Brien and a tour de force turn from the brilliant Nathan Lane. So it's with great regret that I have to say that Beane's yin-and-yang mix of low comedy and high tragedy, the personal and the political, never meshes.