Of all the extraordinary women named to the International Best-Dressed List in its 85-year history, the most haunting figure to me is Princess Natalie Paley, a seven-time winner.

I first heard of this ravishing White Russian from the photographer Horst P. Horst, who had been introduced to Paley in Paris in 1930 by his mentor, George Hoyningen-Huene. Huene, a baron, had known Paley since dancing school in Russia, where his father had been equerry to the czar.

Both lensmen recorded Paley’s otherworldly elegance in scores of images for Vogue and Harper’s Bazaar, but they were far from the only artists to have found in the princess a spellbinding subject. Edward Steichen fetishized her in a synecdochic close-up of just her bejeweled arm and modishly shod feet. Cecil Beaton both drew her and shot her, most memorably against a background of mattress springs. She appears in a surrealistic Oliver Messel oil rendering and in several of Man Ray’s ghostly rayographs. Pavel Tchelitchew, another fellow Russian, portrayed her obsessively, in both pencil and paint.

Princess Natalia Pavlovna with Lilies, by Oliver Messel.

Erich Maria Remarque, a lover of Paley’s, fictionalized the princess in a novel and wrote her at least 200 heartsick letters. Noël Coward, inamorato of Paley’s Broadway-producer second husband, John C. Wilson, twice transformed her into characters in his plays.

Another Paley paramour, the dancer and choreographer Serge Lifar, immortalized her in a ballet, and she inspired directors George Cukor, Alexander Korda, and Marcel L’Herbier to cast her in their films, more or less playing herself.

Paley, right, with the movie star Merle Oberon, arriving in New York in 1934.

Belletrist Antoine de Saint-Exupéry did not write about her but to her, in reams of correspondence from 1942, at the time he was completing Le Petit Prince. And a smitten Edith Sitwell composed at least one love poem to her. This inventory of Paley idolaters does not even take into account the bewitching effect she had on fashion designers, first as couturier Lucien Lelong’s model and second wife, and, after her move to the United States, as the trusted director of Mainbocher’s New York dress salon.

But all this adulation combined perhaps still does not equal the ardor of the otherwise homosexual Jean Cocteau, whose operatic infatuation with Paley flared up as improbably as it flamed out.

Paley’s hold on her admirers arose as much from her ethereal beauty as from her glamorously tragic background. (French Vogue declared that her countenance was at “its most beautiful when melancholy.”)

Paley posing for Cecil Beaton with photographer (and partner of Aaron Copland) Victor Kraft.

A product of the morganatic marriage of Czar Nicholas II’s uncle, Grand Duke Paul, and his second, non-royal wife, Olga, Paley was born in 1905 in Paris, where the couple had been exiled by the czar, who virulently disapproved of the misalliance. (Paley’s handsome half-brother, Grand Duke Dimitri, the issue of Paul’s first, more suitable marriage, was, famously, both a conspirator in the murder of Rasputin and the boyfriend of Coco Chanel.) After the czar fully forgave Grand Duke Paul, he and Olga—who had so impressed French society that Proust name-checked her in Remembrance of Things Past—moved their family back to Russia in 1914, unwittingly placing themselves squarely in harm’s way.

In 1918, on the day following the Bolsheviks’ brutal slaughter of the czar, czarina, and their children at Ekaterinburg, Paley’s adored big brother Vladimir, 22, was thrown down a mineshaft in Siberia with other relatives, where, still exhibiting signs of life, they were finished off with a hand grenade.

Then, in 1919, Paley’s beloved father, Paul, who had been taken prisoner, was shot in St. Petersburg. The bereaved Olga, who had been granted the hereditary title “Princess Paley” by the czar, managed to smuggle their two remaining children, Natalie and Irina, to Finland, and then onward, in 1920, to Paris.

Paley’s nephew, and Irina’s son, Prince Michel Romanoff de Russie, whom I met in Paris in the 90s (never had I seen such bowing and scraping from a hotel’s staff), confirmed a story about Cocteau that continues to be dismissed as an opium addict’s delusion.

Paley, holding a parasol, on the Lido in Venice in 1931. Choreographer and Ballets Russes star Serge Lifar, far right, was the princess’s paramour during her first marriage.

Around 1931, while Paley was married to Lucien Lelong, Cocteau and the princess (whom he portrayed in a collage, a play, a film, and a book) had a torrid affair that resulted in a pregnancy, terminated at a Swiss clinic. In the 1940s, Paley introduced Michel, then a young man hoping to break into the movie business, to Cocteau. As he exited the meeting, Cocteau muttered to himself, “He could have been the same age,” referring to his thwarted chance to father a first cousin to this advice-seeking Romanoff prince. Among Paley’s photo albums, scrapbooks, papers, and other archival ephemera, which I saw safeguarded at the New York apartment of Michel’s friend Renée Melzer, in the 1990s, after the princess’s death, were telegrams from Cocteau to Paley, dispatched to the Swiss clinic where she was convalescing from her abortion.

Inserted in a cache of letters from Cocteau was a pen-and-ink self-portrait showing his eyes stitched shut, and inscribed “Jean le maudit” (the damned). Later in life, Cocteau would bitterly refer to women as “those killers of children.”

In 2022, Hillwood Estate, Museum and Garden, in Washington, D.C., purchased 335 of Paley’s belongings, including not only some of the papers and albums that I saw at Renée’s but also family objects such as imperial portraits, jewelry, porcelains, clothing, and rare linens.

Paley on Noël Coward’s porch in Jamaica, photographed by Cecil Beaton in 1951.

These acquisitions, supplemented by items with a Romanoff provenance from the museum’s own collection and by clips from Paley’s films, are now on view in Hillwood’s sweeping, monographic exhibition, “From Exile to Avant-Garde: The Life of Princess Natalie Paley,” which runs through January 11, 2026.

In spite of the exhaustive scholarly research carried out by the museum’s curators, Megan Martinelli and Wilfried Zeisler, Paley somehow still remains exactly as Cocteau depicted her in his collage and his play—a sphinx.

The elusive sphinx, however, did once spill some secrets to French Vogue, in 1932. When asked to divulge her beauty regime, the princess offered these choice tips: “No cigarettes before lunch and no exercise on weekdays.”

“From Exile to Avant Garde: The Life of Princess Natalie Paley” is on view at Hillwood Estate, Museum and Garden, in Washington, D.C., through January 4, 2026

Amy Fine Collins is an Editor at Large at AIR MAIL. She is the author of The International Best-Dressed List: The Official Story