Nancy Goes to Rio is all that a light, glittering musical should be. Producer Joe Pasternak has framed his production with nine tunes and a group of production numbers.Plot setup for the melange of song and dance [based on a story by Jane Hall, Frederick Kohner and Ralph Block] deals with the theatrical family of Ann Sothern. Mom goes to Rio to rest and study a new play. Daughter is chosen for the play, and dashes to Rio to tell of her good fortune. She finds Sothern set on doing the show and holds off her own good news long enough for some side-bar complications to come to a boil. Director Robert Z. Leonard doesn’t allow pace to falter or any heavy moments to creep in on the escapist setup. Nick Castle’s dance staging helps the physical values.