Origin
Sally the Sleuth, no last name given, only referred to her as Sally or Miss Sally, was a plainclothes detective with the police in an unnamed city.
Often working undercover (or barely covered) an experienced investigator, she was an expert shot as well as being adept at judo.
Her supervisor was known only as The Chief.
History
Sally the Sleuth first appeared not in the comics, or as a newspaper strip, but in the pages of pulp magazine Spicy Detective Stories in November of 1934, she was drawn by Adolphe Barreaux.
Consisting of 4 to 6 black and white pages all of her spicy adventures were just an excuse to get her out of the plainclothes and stripped down to her unmentionables and captured by the villain so that by the last page she could be saved by the Chief.
When Crime Stories became the big thing in comics in the late 40s and early 50s Trojan brought back Sally in the pages of Crime Smashers, in the four color format however she was a much better detective, actually doing some sleuthing, and was able to keep her clothing on for whole stories.
Though there generally was still a lot of leg and bare shoulders.