There is a commonly held "tradition" that Rashi's daughters wore Tefillin.
One highly educated rabbi/professor has publicly stated that he's spent 35 years searching for a source but to no avail.
Long shot: Does anyone here have a source for this?
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As part of the extensive research behind my RASHI'S DAUGHTERS, no subject intrigued me more than the elusive [and ubiquitous] legend that they wore tefillin. Indeed, when I first started studying Talmud and was introduced to Rashi, I was told that legend held that they were learned and wore tefillin. I actually tracked the earliest mention of this back to the 18th century, but there was no evidence provided.
Ari Zivotofsky is entirely correct that to this day there is no hard proof that Rashi's daughters wore tefillin. However, there is evidence [Machzor Vitry, Avraham Grossman, Elisheva Baumgarten, and others] that a few women did wear tefillin in 11th-12th century Ashkenaz, just as some women wore tzitzit, blew the shofar, performed circumcisions, and had aliyah to the Torah in Rashi's community. Thus one might argue that if any woman was going to wear tefillin in that time, surely it would have been one of Rashi's daughters. As far as I'm concerned, the answer to the question "did Rashi's daughters" wear tefillin is 'maybe.'
According to this article by Rabbi Dr. Ari Z. Zivotofsky (published in the Orthodox Union's Jewish Action Journal, Summer 2011), such a source does not exist. Apparently, this idea appeared in the late 20th century, and never before then.
Rashi in Rosh Hashanah 33a holds that women may not perform mitzvot in which they are not obligated because of "bal tosif."
ד"ה הא נשים מעכבין. דפטורות לגמרי דמצות עשה שהזמן גרמא הוא וכי תקעי איכא בל תוסיף
Although Rashi's opinion rejected by most Rishonim, it does seem to make the story that his daughters wore tefillin more unlikely. (Tosafot in Eiruvin 96a quoting the Ri, Rashi's great-grandson, argue with Rashi.)
I believe the rumor started only in the 20th century because of the classic teachings of Prof. Nechama Leibowitz. She was a teachers teacher and won the Israel Prize in Education. She was a world wide authority on Bible teaching in General and Rashi in particular. I met her in 1970 and was her student for 15 years. At that time I heard rumors that she put on Tefilin every day. I have no idea or proof that she did. But I think it is far from a coincidence that the rumors about Rashi's Daughters started about the same time.