His father was a very, very religious man.
"What kind of theaters, Father?", he asked.
"Burlesque theaters, son. Don't ever go in one."
Immediately Coburn asked: "Why not?"
And his father answered: "Because you will see things in a burlesque theater that you should not see."
That, of course, aroused his curiosity. Not many days passed before he took in his first burlesque.
Coburn remarked: "And I found out my father was right. I did see something I should not have -- I saw my father there."