Steve Black's Missing Marilyn is a punchline in search of a play. It offers an 80-minute trawl through the highlights of Marilyn Monroe's life all for the sake of a shock ending: one which I haven't the heart to reveal but which doesn't, in terms of chronology or common sense, add up.
The time is 1955 and we are in a seedy motel room where Monroe has gone into hiding. Wearing pink satin pyjamas and an air of desperation, she pours out her heart and champagne to an unusually inquisitive waiter. What we hear is the stuff of a million biographies: the lonely childhood, the abused upbringing in foster homes, the early marriage, the gradual transformation of the model and pin-up into the contracted Hollywood actress.
Black's only real point is that under the public carapace of the feted Marilyn lay a frightened individual called Norma Jean; but it needs no ghostwriter from Axminster, where the play was first produced, to tell us this. In begging for our sympathy, Black underplays both Monroe's ability to manipulate the Hollywood system and her native wit. Much is made by her obsessive interrogator of the famous nude calendar photo that appeared in Playboy. What we don't hear is Monroe's later defiant confession that "all I had on was the radio".
The best reason for seeing the play is Sally Day's performance. She may not have Monroe's sumptuous physique but she impressively suggests her mixture of confessional egoism and orphaned solitude. And, even if it's hard to believe in a motel waiter who sports black seems reluctant to enter Monroe's bed, Andrew Crabb is suitably enigmatic as her mysterious confidant. Jonathan Hyde directs efficiently but when Monroe asks: "Do you really want to hear all this?" I had to force myself to keep silent.
· Until October 17. Box office: 020-7226 1916