...I found it years ago in the basement section of an antiques store in Montclair, NJ.
The peice of masking tape on the back of this plaster and blue glass peice says "Ladies Room sign- Radio City"
If this were actually from Radio City Music Hall, I know it would be worth lots. After all, the venue is a deco masterpeice...
Anybody know how I can find out for sure?

Sometimes there are early architectural photo documentation books created for important buildings. Contact the "Archivist" or "Historian" or.... somebody who is in an office whose job it is to take care of the history of the building. If you can find an early photo of the lamp in situ, you have hit a home run. Maybe there are early drawings for the lighting systems.