Peggy Shannon: Peggy Shannon. Actress: Deluge. Peggy Shannon was born Winona Sammon on January 10, 1907, in Pine Bluff, Arkansas. She attended Catholic school where she became friends with child actress Madge Evans. While visiting her aunt in New York sixteen year old Peggy was discovered by producer Florenz Ziegfeld Jr.. He hired her as a chorus girl in The Ziegfeld Follies. Peggy married actor Alan Davis in 1926. The following year...