"Rio Rita" was a 1927 Ziegfeld production, made into a movie in 1929 with a grand expensive technicolor finale. (A clip can be found here on YouTube.)

Imdb notes that only two Broadway cast members reprised their roles in the movie, so the Purple Twins were left behind.

Wiikipedia adds this delightful detail: Charles Lindbergh saw the stage version the night before he took off for Paris.