The Billies are an all-female sax quartet with percussion, based in Seattle. This group is a recent reformation of the internationally renowned Billy Tipton Memorial Saxophone Quartet (BTMSQ). The group was started in 1990, and chose its name to pay tribute to big band saxophonist and pianist Billy Tipton, following the postmortem revelation that Tipton was actually a woman who lived as a man for more than 50 years.
The things you find on the intertubes.
More on Billy Tipton.
Photot of Jessica Lurie of The Billies from here