Neither of the Grimes sisters would have a happy life, and looking back it always seemed that the trouble began with their parents’ divorce. That happened in 1930, when Sarah was nine years old and Emily five. Their mother, who encouraged both girls to call her “Pookie,” took them out of New York to a rented house in Tenafly, New Jersey, where she thought the schools would be better and where she hoped to launch a career in suburban real estate. It didn’t work out--very few of her plans for independence ever did--and they left Tenafly after two years, but it was a memorable time for the girls. “Doesn’t your father ever come home?” other children would ask, and Sarah would always take the lead in explaining what a divorce was. “Do you ever get to see him?” “Sure we do.” “Where does he live?” “In New York City.” “What does he do?” “He writes headlines. He writes the headlines in the New York Sun.” And the way she said it made clear that they ought to...