The first thing to know about "Mrs. Henderson Presents," a period British comedy laced with a dash of tragedy and straining with uplift, is that it is inspired by true events. Beginning in the 1930's and continuing through the early part of World War II, the film tracks the history of the famous Windmill Theater in London after it was given new life by a bored widow of means named Laura Henderson. Mrs. Henderson, played by Dame Judi Dench with her familiar mixture of starch and twee, swept the Victorian cobwebs out of the Windmill, located right off Piccadilly Circus, by conceiving of shows featuring live nude girls - tastefully arranged, of course.