Maybe she was wearing a corset.
Everyone wore a corset back then, even if they were thin. But she was REALLY thin and slender. Just look at her arms. When you wants to know if a lady was really thin or it was the corset, just look at her arms. Fat arms couldn't be disguised. The corset didn't make you look rhinner. It only shaped your waist in a fashinable way. Isabel II of Spain, and Mary of Teck's mother sure wore corsets too..But you couldn't said they were thin!
Some girls would even sleep with corsets, just to "keep their waist on shape". The writer Laura Ingalls Wilder tell us in one of her "Little House books", that her mother adviced her daughters to sleep with corsets, to keep their figure nice. Laura couldn't bear it and wouldn't sleep with it, but of course her sister Mary did. So, her mother would said in a desperate voice: " God knows what your figure will be!"
Corsets were still in use in the middle of the 20's, but they were very different from the precedents. Thay were intended to make you look as smooth as a wooden table, so it didn't press your waist, but rather your chest.
RealAnastasia.