Based on previously unpublished documents, this book traces the life in Paris of Countess Olga von Hohenfelsen, later known as Princess Paley, the morganatic wife of Grand Duke Paul of Russia, uncle of the last emperor Nicholas II. While immersing the reader in the world of Marcel Proust (most of Princess Paley’s social contacts had fed the writer’s imagination), the book explores the couple’s day-to-day life, highlighting their relationships with leading suppliers such as couturiers Worth and Paquin and the jeweler Cartier. It also provides an overview of the Parisian art market, and studies the development of the couple’s successive residences from Paris to St. Petersburg. For a time in the aftermath of the Russian Revolution, the significant collection and the palace built to house it were shown to the public as the Museum of French Art and History. Dispersed during the 1920s by the Soviet authorities, the collection is studied as a whole here for the first time. First published in French in 2018, this updated English version includes an additional chapter on Princess Natalie Paley, the couple’s youngest child. She continued her family’s legacy of contributing to culture and the arts well into the twentieth century while living in Paris and the United States, where she was a muse to writers, designers, photographers, and artists.