Marionette Varieties, San Francisco, 1936. 'Marionette Varieties - direction Ralph Chesse - Yamarka Russian Fair...A Federal Theatre Production - W.P.A.'. The Federal Theatre Project, created by the U.S. Works Progress Administration in 1935, was designed to conserve and develop the skills of theater workers, re-employ them on public relief, and to bring theater to thousands in the United States who had never before seen live theatrical performances.