What happens if you stay in Vegas? That’s the question at the center of Gia Coppola’s “The Last Showgirl,” which has debuted its first trailer from Roadside Attractions. Set against the backdrop of Sin City, the film sees Pamela Anderson starring as Shelley, a veteran showgirl who finds herself at a crossroads with her stage production on its last legs.

Kiernan Shipka, Brenda Song, Billie Lourd, Dave Bautista and Jamie Lee Curtis also star. Curtis plays a waitress and confidante to Anderson’s character, delivering a performance that Peter Debruge, Variety’s chief film critic, described as a “force-of-nature.” Bautista plays Shelley’s manager and ex-lover, who breaks the news about the end of her career. Shipka and Song play two colleague showgirls moving on to greener pastures. Lourd plays Anderson’s daughter, Hannah.

“The Last Showgirl” premiered at the Toronto International Film Festival in September, where it...