She was born on February 1, 1899 in Wilmington, North Carolina. Sadly her father, Dr. Allyn King, was murdered in 1909. A few years later her mother moved them to New Haven, Connecticut. Allyn started performing in vaudeville when she was a teenager. In 1915 she joined Ziegfeld's Midnight Frolic. The following year she became the headliner of the Ziegfeld Follies. She spent five seasons starring in the Follies where she earned five hundred dollars a week. The beautiful brunette received numerous marriage proposals but turned them all down. Allyn said "I'll listen to no more offers of marriage until the war closes. Those I receive by mail will go direct to the wastebasket." She made her Broadway debut in the 1920 show Ladies Night. Over the next three years she starred in several more shows including Sun Showers and Moonlight. Allyn was nicknamed "Broadway's Sweetest Girl". Unfortunately she became obsessed with keeping her weight down. There was a clause in her contract that said she would be fired if she gained ten pounds.
She began starving herself and taking thyroid pills to maintain her boyish figure. In 1923 she made her film debut in The Fighting Blade. It was the only movie she ever made. Allyn was romantically involved with Carl Wiedemann, a wealthy brewer from Kentucky. There were rumors they were engaged but the relationship ended when she refused to give up her career. By 1927 years of extreme dieting had left her thirty pounds underweight and suffering from severe anemia. She entered a sanitarium to recover and remained there for almost two years. After being released she began studying music and hoped to return to Broadway. When she started gaining weight she became very depressed. Tragically on March 29, 1930 she jumped out of a five-story apartment window. Two days later, on March 31, she died from her injuries. She had committed suicide at the young age of thirty-one. Allyn left a note saying she was unhappy about her failed career and recent weight gain. She was buried at Mount Hope Cemetery in New York City.