Shot on location in Manhattan during the mid-'60s, Who Killed Teddy Bear? is a startling piece of dramatic filmmaking. Juliet Prowse portrays Nora, a deejay and hostess at a sleazy midtown discothèque who starts to receive obscene phone calls. Nora dismisses them, until she crosses paths with Bill Madden (Jan Murray), a grim, obsessive police lieutenant specializing in sex crimes (his obsession, as he later reveals, derives from the fact that his own wife was assaulted and murdered while out alone one night); he manages both to offend and frighten Nora with his depth of knowledge and suspicions about the kinds of people who commit those crimes. They develop a close but wary relationship even as the caller, whoever he is, proves to know not only a great deal about her personal life, but also about events transpiring right inside her apartment. She goes about her life as best she can, attending auditions and making the rounds of theaters, and socializing with her co-workers at the club, including the bus boy, Larry (Sal Mineo), who seems lonely and has a very sweet younger sister who is mildly retarded, and the club manager (Elaine Stritch).