All three were real life people.  The woman in red is where the term 'the woman in red' came from.  If I remember right, she was the one who double crossed Dillinger.  I think she gave him a kiss after coming out of a theatre, with the kiss being the means of her identifying him to the police that were watching.  I think he was then gunned down.

'Dillinger' was a movie made in the 1970s on him (similar to Bonnie and Clide movie made in the 1970s), with the remake being 'Public Enemy' that stared Johnny Depp as Dillinger.  Worth watching both movies.