Naturally, this question has been a tortuous one and I have lost hours of sleep trying to select just one book . . . but, there is nothing like your first love. Hugo Vickers' The Private World of the Duke and Duchess of Windsor was a revelation. In 1996 when I found this book I was a junior in high school, working for minimum wage and purchasing this handsome volume was a huge investment: I essentially spent my entire savings to buy it. But it was worth it. The Private World provided hours of escapism and delight to a lonely gay teen growing up in rural Minnesota.
Vickers’ work includes a thoughtful biographical narrative of two significant (and still polarizing) style icons, along with an exploration of their elegant grace-and-favor house in Paris near the Bois de Boulogne with interiors designed by Jansen. While the book is not perfect (it would be nice to have a more academically-crafted text when it comes to the analysis of the Windsor's interiors), Vickers introduced me to people with names like Mona Bismark, Emerald Cunard, Daisy Fellowes, Diana Vreeland, Charles de Beistegui. Needless to say the pages of my copy are well worn.
(photographs: by William Vandivert, for Life Magazine, January 1939)