This has been bugging me for years. In the Goldfish Pool short story, much mention is made of the silent-film actress June Lincoln. It was one of my favourite stories in Smoke and Mirrors for that reason; I've always been fond of that era in film, the sense of glitz and glamour and sensuality hiding that undercurrent of pain, and the allure of the silver screen gods and goddesses. I thought he portrayed that feeling quite well with June Lincoln.
However, I'd never heard of Lincoln before this story, and trying to Google her was fruitless.
So, did June Lincoln really exist, or did Gaiman invent her?
That's a really good question. I wondered the same thing, so I googled her name and this forum came up. I suppose she may have been inspired by a real Hollywood actress, or if she did exist, wasn't popular enough to be on the web. Maybe check a TV/Film museum?