After seeing the Great Gatsby and then noticing how 20's-ish Columbia and Magenta's makeup looks, I came up with this. It is absolutely not in cannon at all with my other backstory (How I Found Me) or any future backstories I publish.

I step up to the stage and clear my throat. When the guests notice, I speak.
"Hello. My name is Magenta. The master should be ready to show you the creation soon, but allow me to fill the time by telling you Transylvanians about our first few encounters with the humans. I can tell you are interested by how you are looking at Columbia over there. I am delighted to share our story.
We arrived on earth in June, 1928. But I only know this now. To me at that time, it was 4047, in Transylvanian years. We had come to earth in hopes of learning of human life. And it helped we arrived in the most human indulged city on earth at the time. We arrived in New York City.
It was only Riff Raff, the master and I who came. We teleported to earth, and landed our castle, this very castle you are in, to Long Island in New York.
I liked it. We blended well with the other big mansions there. Nobody seemed to notice that a new one just appeared one day. And we were on the shore. I just love the beach! That's the thing I miss most about Transsexual. The waterfronts. But this was close to it."
I look around to make sure everyone is enjoying my story. They all seem to be. Some are even sitting down on the floor to listen. I continue.
"Another great thing about where we were, despite humans normally being nighttime sleepers, everyone in New York was nocturnal. People were up all night partying. It felt like home, or at least, as close to home as I'd get for a long time."
I pause, thinking of the home I'd grown up in. Transsexual, Transylvania. I snap back out of it.
"We decided to start mingling with earthlings. So, one night we just wandered off to a party. Nobody seemed to get invited. They just went. We had studied them from afar for weeks, and that is one thing we noticed. I got into my nicest dress, Riff Raff got into a nice tux, and the Master wore a beautiful evening gown with amazing high heels. He didn't even look like a man anymore. Which I assume is what he was going for. He knew humans got touchy on cross-dressers, but he was certainly not wearing a tuxedo!"
I laughed slightly at the thought of Frank, stiff in a monkey suit. It's unimaginable!
"Well, we got to the party, and I was promptly embarrassed. All the women were wearing short loose and revealing dresses, pearls, and makeup. My most beautiful dress suddenly looked plain compared to everyone else. Then I got swept away by about a dozen girls. They took me to the washroom and they covered my face in makeup. They gave me long false eyelashes, purple and white eye-shadow, and a deep red lipstick. They also powdered my face to an even paler shade than it was. They told me all the stars wore their makeup like that. I was confused. I had seen many stars before, and none of them even had faces. How could they wear makeup? So I asked them what stars wore makeup. One of the girls with a high pitched voice and reddish, almost pink hair answered 'you know, Greta Garbo, Clara Bow, Marion Davies... All female celebrities'. What an idiot I was. I had forgotten on earth they called celebrities stars. The pink haired girl stood up and said 'My name's Columbia. Let me show you around'."
Suddenly Columbia leapt up onto the stage.
"That's me!" She giggled.
"Yes Collie. That's you. But this is my story. So sit down." I order. She sits cross legged on the floor, and pouts.
I continue "So she took me out of the washroom and showed me all around the party. She gave me the best drinks, taught me how to charleston, showed me all of her friends, and by the time the party was over, I was exhausted. She asked if I was coming next weekend, and not knowing what to say, I said yes."
"And we've been best friends ever since!" Columbia pipes in.
"Shhh! Columbia!" I quiet her before I keep going. "Well the next weekend, I came with the Master. Riff did not enjoy the party, but Frank loved it all. The drinks, the dancing, and the girls. He even bought me a flapper dress for the occasion. When I got there Columbia found me instantly. She told me I should really cut my hair, as a short bob was in style, but I refused. My hair was, and still is beautiful."
"I still say you cut it" Columbia mumbles.
"Well anyway, the Master and I kept going to parties. I kept seeing Columbia until we became very close. She even drove me home a few times. The Master didn't care. He liked driving his new human vehicle, a pick up truck. This carried on until October 1929. The stock market crash. The owner of the house whose parties we'd been going to lost everything. His mansion was boarded up. It was quite sad. I really did miss the parties. And so did the master. He started making Riff and I perform in some of his own shows, like the dancing girls at the parties. He made Riff Raff fix him drinks, at any time of the day. And he wore more makeup then usual. He even told me to wear the makeup I wore to the parties full time. But what I missed most was Columbia." I pause, looking at her. She smiles at me. "The castle was quite dull without the parties to look forward to.
But the Master's creation was coming along much quicker without distractions. Sadly, that meant Riff and I had to clean up his messes more often. So it was dull and tiring.
But then, in January 1932, there was a small knock on the door. We didn't get any visitors, so I sheepishly answered the door. And who was it but..."
"MEEEEE!" Columbia jumps up.
"Sit down Collie. Geez, you just ruined the surprise..." I continue "Yes, it was Columbia. It had been snowing, and she was shivering. She had aged in the past three years. She looked much more worried, more tired, more depressed. So I of course let her in. I felt sorry for her. I asked Riff Raff where the Master was and he was out." I turn to Riff Raff "Where was he Riff?"
"He was buying beer. Illegally. Excuse me." Riff always liked to point out the negative. He then walks out of the room.
"Yes, that's right, cause of the prohibition. So Columbia came in and explained to us she had been fired from her job a month ago and had spent all of her money and was evicted. She had nothing left. So I told her we would ask the master if she could stay as soon as he got home.
And when he did end up coming, he loved her on the spot. There was no denying he'd let her stay."
"And I loved him too! He winked at me in a mischievous way, and I knew I loved him." She smiles. She really does love him, even if he only loves her body.
"Yes. Well anyway, I brought you to my room that we could share, and you told me how you missed the old days, when you felt young, and happy, and free. And I agreed. So I asked Riff if we could use the Time Warp."
"Yes! It's so neat! You do this little dance towards someone, and it like, turns back time for that person and freezes them in that age! So they brought me back to myself in 1928, my happiest year. It's honestly amazing!" Columbia says excitedly.
"Thank you for finishing my story Collie. And I'm sure they're all aware of how the Time Warp works." I roll my eyes at Columbia. "So we ended up moving the castle to where it is now, just passed Denton, in a dull little forest in the middle of nowhere, since we were worried someone would be suspicious about people still living in a castle in the middle of the depression"
There is a pause, but Columbia breaks it.
"You know, I've always wanted to Time Warp on someone else..." Columbia says.
Suddenly Riff comes into the room. "You might get to try it tonight Columbia. There are humans out there. I saw them from my room upstairs." Riff Raff says.
"Can we Time Warp too?" One of the Transylvanians asks.
"Of course!" I answer.
"Why should we Time Warp Riff?" Columbia asked.
"The Time Warp can also do other things. Like erase memories. We'll dance them the Time Warp, let them stay the night, and once tomorrow morning hits, they will forget anything that happened here." Riff Raff says.
"Why must they forget?" Columbia asks.
"What the Master does is too much for people today. Once the depression and then World War Two hit, people forgot how to have fun. They will be scared if he pushes himself on them, and he will. Now if this were the roaring twenties? It would have been taken much better." I say.
"Well we might as well have a bit of fun with them if they're going to forget..." Riff Raff smiles mischievously.
"Sounds good. Shall we greet them Riffy?" I smile back.
"I would love it more then anything." He takes my hand and starts to take me out of the room.
But before we leave, I turn to Columbia and say "Be ready to Time Warp Columbia"