Billie: Billie Holiday aka "Lady Day"

Wikipedia

Critic John Bush wrote that Holiday "changed the art of American pop vocals forever. She co-wrote only a few songs, but several of them have become jazz standards, notably "God Bless the Child", "Don't Explain", "Fine and Mellow", and "Lady Sings the Blues". She also became famous for singing "Easy Living", "Good Morning Heartache", and "Strange Fruit", a protest song which became one of her standards and was made famous with her 1939 recording.

WikiAnswers suggests the following derivation of her nickname

Well, her friend Lester Young, Billie, and her mother gave each other nicknames. Billie was considered a lady because she would not accept tips unless you handed her. Lester Young must have gotten "Day" out of Holiday, and thus came up with Lady Day as a nickname.

One of the strongest songs ever written I think