Sykes used her anger and disappointment in California's Proposition 8, which banned gay marriage there, as an opportunity to come out. "I am proud to be gay!" Wanda declared at a gay rally in Las Vegas in 2008. She also announced to the world that she is married to a woman. In 2009, she became the first African-American and the first "out" lesbian to get the role as featured entertainer for the White House Correspondents' Association dinner.