Okay, true confession of a book horder. Before the interwebs got so big and before we all carried tablets and smart phones I spent more money than was decent on biographies and autobiographies about royalty or semi-royalty. The more obscure the better, I combed bookstores and antique stores and collected hundreds. I still have most of them and hope to get some nice bookcases and turn my family room into my library. Here are a few from my library:
Pleasures and Palaces - The Memoirs of Princess Lazarovich Hrebelianovich
My Own Affairs - Princess Louise of Belgium
Princess Daisy of Pless (I find her fascinating) published many of her diaries:
By Herself, London, John Murray, 1929
Better Left Unsaid, New York: E. P. Dutton, 1931.
What I Left Unsaid, New York: Cassell, 1936.
The Private Diaries of Princess Daisy of Pless - 1873 - 1914
Reminiscences - Marie, Princess of Battenberg
Memories of a Shipwrecked World - Countess Kleinmichel
Princess Catherine Radziwill wrote many (trashy) memoirs as well (her bete noire was the last Tsarina), here are just a few of her earlier ones:
Memories of Forty Years
My Recollections, 1904
Behind the Veil at the Russian Court, 1914.
The Royal Marriage Market of Europe, 1915.
The Austrian Court From Within, 1916
I have more and as I clean and organize around here I'll come on and add to this list.
I think I read the Marriage Market book. I remember she was going on about the marriage prospects of Grand Duchesses, Princesses and Archduchesses who would soon be penniless or dead. It made me realize how utterly shocking it was at the time when the emperors were deposed (and in one case, murdered) after World War 1.