I hope that we are not too quick to dismiss the astonishing actress who has only to appear in order to convince us, to gain our vote by means as sure as they are unexpected – I mean Mae West. “And do you know, she’s like that in real life!” If that is so, we could rely almost solely on her private life, her authorial independence, her impetuosity – like a wholehearted cavalry charge – even her greediness, to keep her for us just as we see her in She Done Him Wrong.
Colette, Le Cinéaucteurs, “Le Journal”, 7 January 1934, transl. in Colette at the Movies: Criticism and Screenplay, edited by Alain and Odette Virmaux, Frederick Ungar Publishing Co., New York 1980

Mae West, ever since She Done Him Wrong, has been worth going someplace to see. She alone, out of an enormous and dull catalogue of heroines, does not get married at the end of the film, does not die, does not take the road to exile, does not gaze sadly at her declining youth in a silver-framed mirror in the worst possible taste; and she alone does not experience the bitterness of the abandoned ‘older woman’. She alone has no parents, no children, no husband. This impudent woman is, in her style, as solitary as Chaplin used to be.
Impudence is rare in the cinema. In every country, to ensure its survival it finds itself obliged to borrow the mask of simple grossness and a joviality that dishonors the dialogue. By means of such concessions, it remains an exclusively virile virtue.
[…] When we went to see She Done Him Wrong, we perceived that Mae West had invented something in the acting art. Since then she has continued, with the nonchalance of a woman of wit and the obstinacy of a trader.
To enlighten my judgment, I would have liked America to send us a great deal of Mae West, since she is the auteur and the principal interpreter of her films. […] a character so rich, so hardy, so un-American: the woman without scruples, the female rival of the male débauché, the brave enemy of the male, valorous enough to use the same weapons as he.
[…] Just think of the kind of low drama she acts almost without gestures, except for the local undulations of her backside. Think of the murdered woman, camouflaged by a great head of hair that Mae West combs as she says in her nasal voice to the man calling to her: “Wait a minute, I’m doing something I’ve never done before”. And you can honestly name another artist, male or female, in the cinema whose comic acting equals that of this ample blonde who undulates in little waves, who is ornamented with her real diamonds, whose eye is pale and hard, whose throat swells with the coos of a professional dove?
[…] I am looking at stills of She Done Him Wrong. During the short and restrained hand-to-hand struggle between the two women, two breasts, white, powerful, strongly attached to her torso, all but spring nude out of Mae West’s bodice. She has the short neck, the round cheek of a young blonde butcher. Her arms are athletic, the cloth of the clinging dress creases, rides up from the well-fleshed thighs onto authentic buttocks.
Colette, Une comédienne de l’écran: Mae West, “Le Journal”, 22 May 1938, transl. in Colette at the Movies: Criticism and Screenplay, edited by Alain and Odette Virmaux, Frederick Ungar Publishing Co., New York 1980