From the stories of Edith Wharton to Downton Abbey, the smart (and usually rich) American girl marrying into the English aristocracy is a familiar tale, but also a credible one, because it happened so often. Seldom, though, did it happen in quite so baroque a fashion as when Gladys Deacon—hardly a girl as she had just turned forty—married, in 1921, the ninth Duke of Marlborough. In doing so she became the chatelaine of Blenheim Palace, the Oxfordshire house (or, rather, palace, for the name is no overstatement) given to the first Duke by Queen Anne on behalf of a nation grateful for his decisive victories in the War of Spanish Succession. Deacon also became a cousin by marriage of Winston Churchill who, while always being perfectly welcoming to her, never seems quite to have gotten the measure of her. But then, it seems, few did.

The story behind Hugo Vickers’s book on her, The Sphinx: The Life of Gladys Deacon, Duchess of Marlborough, is nearly as remarkable as that of its subject. Vickers, who as a sixteen-year-old boy had a precocious interest in the high society of the Belle Époque and the interwar years, noticed a reference to Gladys (to be pronounced not as one expects, but to rhyme, almost, with Hades) in the then newly published, and heavily redacted, diaries of Sir Henry “Chips” Channon, another American who had done well for himself in England. Chips was in a jeweler’s shop on Bond Street