In the story "The Last Leaf," is there any evidence in the story that Sue and Johnsy are gay?

A comment by Sue might be taken, or mistaken, as an indication that she and Johnsy are gay and are living together as lovers. When the doctor tells Sue that Johnsy needs something to live for and asks,

"Has she anything on her mind worth thinking about twice—a man, for instance?”

Sue makes it clear that this is out of the question.

“A man?” said Sue, with a jew's-harp twang in her voice. “Is a...

A comment by Sue might be taken, or mistaken, as an indication that she and Johnsy are gay and are living together as lovers. When the doctor tells Sue that Johnsy needs something to live for and asks,

"Has she anything on her mind worth thinking about twice—a man, for instance?”

Sue makes it clear that this is out of the question.

“A man?” said Sue, with a jew's-harp twang in her voice. “Is a man worth—but, no, doctor; there is nothing of the kind.”

But O. Henry is not suggesting that these young women are gay. He wants to introduce a painter in the story who will save Johnsy's life by painting a fake ivy leaf on the wall of the adjacent building. If he introduced a young painter who was in love with Johnsy, this would raise some readers' suspicions that the payoff in the story would be precisely that this young lover would get the idea of painting a fake ivy leaf on the brick wall, either sacrificing his own life in doing so or saving Johnsy so that they could both be happily married. O. Henry wanted and needed a male painter but he didn't want to risk his surprise ending. So he has Sue sharply deny the existence of any man who might be a lover, and instead he creates an alternative in Old Behrman who is a painter but could not possibly be a romantic lover.

Old Behrman deceives the reader by making it seem physically and psychologically impossible that he would consider painting a fake leaf to fool Johnsy into wanting to recover from pneumonia. Behrman is too old to be considered a lover, and he is too old to go out in the middle of the blustery night, climb a twenty-foot ladder, and paint an ivy leaf on the building next door. Besides that, he tells Sue specifically that he considers Johnsy's fantasy about dying when the last leaf falls to be nothing but a lot of nonsense.

“Vass!” he cried. “Is dere people in de world mit der foolishness to die because leafs dey drop off from a confounded vine? I haf not heard of such a thing. No, I will not bose as a model for your fool hermit-dunderhead. Vy do you allow dot silly pusiness to come in der prain of her? Ach, dot poor leetle Miss Yohnsy.”

This dialogue is inserted specifically to obviate the possibility that Behrman would think of doing what he actually ends up doing. The fact that he speaks in such broken English adds to the confusion. He may be saying exactly the opposite of what he means. And furthermore, O. Henry makes it clear that Old Behrman is a heavy gin drinker, so he is obviously not even sure of what he thinks, feels, and means to say himself.  O. Henry is successful in deceiving the reader. The surprise ending is successful because no one would think that an old man who was heavily intoxicated and who had no faith in girlish fantasies could or would drag a twenty-foot ladder over to another building, climb to the top with brushes and paints in the middle of a freezing, tempestuous night, and paint a single ivy leaf on the wall.

There had to be a character who would do it. O. Henry couldn't just introduce some stranger at the last moment who decided to do Johnsy a favor. That might be a surprise but not an artistic surprise, not a legitimate surprise. O. Henry was good at introducing characters without really introducing them in toto. In "After Twenty Years," as another example, he introduces Jimmy Wells and records a long conversation between him and his old friend Bob without the reader ever realizing that the cop Bob was talking to was really Jimmy Wells.