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signed and which he carried around with him for the rest of his life. On 31 October 1942, the day on which the earth would be in perihelion, closest to the sun, they were to fly over a forest and jump from the plane. Their bodies would be cremated—“purify me with fire,” Harry wrote—but there would be no funeral. “I want my ashes to be taken up in an aeroplane at sunrise and scattered to the four winds . . . Let there be no mourning or lamentation (what have I ever had to do with lamentation).”

He had even had their gravestone made, a plain slab carved with their interlocking names:

But for Harry, the obsession with choosing the moment of his own death and the way in which that death would inextricably join him to the person with whom he did it—for he had no intention of dying alone—was becoming more important than waiting for his Cramoisy Queen to say yes.

In November 1929 Caresse and Harry made one of their regular trips back to America. For Harry it was an opportunity to see the woman he called the Youngest Princess or the Fire Princess, Josephine Bigelow, a 22-year-old girl, newly married, whom he had met while sunbathing on the Lido at Venice the summer before. Their transatlantic affair had been as violent and ecstatic as Harry could have wished. She was waiting impatiently for him in Boston when they docked.

In early December Harry and Josephine went to Detroit for a few days away from everyone they knew in Boston or New York. They gorged themselves on opium and caviar and spent their time fighting and making love, or both at the same time. “All night we catapult through space, J and I in each other’s arms visions security happiness” reads Harry’s notebook. “Little Harlot . . . Little Animal . . . Little Yes.”

Glittering with mania, Harry returned to New York and Caresse. Twice over the next few days he invited her to jump with him from their window on the twenty-seventh floor of the Savoy Hotel. She refused. “I did not guess,” wrote Caresse later,

I did not guess

That madder beauty waited unawares

To take your hand upon the evening stairs.

Four days afterwards, Harry didn’t turn up for tea with Caresse, his mother and his uncle Jack Morgan. By dinnertime Caresse was frantic. One of their few articles of faith was never to miss appointments with each other. She rang Stanley Mortimer, whom she knew Harry had seen earlier that day. Harry had arranged to meet Josephine at Mortimer’s studio after lunch.

Mortimer went to the studio soon after 9.30 p.m. but the door was bolted on the inside. He and the caretaker broke down the door. Harry and Josephine were lying on the bed, dressed, facing each other, their left hands entwined and Harry’s right arm around Josephine’s neck. Harry was thirty-one, Josephine nine years younger. Neat bullet-holes adorned their temples. e. e. cummings wrote,

2 boston

Dolls; found

with

Holes in each other

’s lullaby.

Harry’s feet were bare, showing his red-painted toenails and the tattoos on their soles, a cross on one and a symbol of the sun on the other. In his pockets were the tickets he had bought that morning for himself and Caresse to return to Paris several days later; over $500 in cash; a telegram from Josephine that he had received on the Mauretania three weeks earlier; and a telegram from another mistress reading simply, “Yes.” According to the medical examiner Harry had waited two hours after shooting Josephine before shooting himself. The gun he had used was one he had been carrying for the past year, a little Belgian automatic that he had had engraved with the sun.

There was no note, but Harry’s diary was record enough of his inexorable ascent towards the sun. The last entry reads, “One is not in love unless one desires to die with one’s beloved” and, beneath that, “There is only one happiness it is to love and to be loved.” Neither Caresse nor Harry’s other great love, Constance Crowninshield (the Lady of the Golden Horse), had been willing to make the final sacrifice for him and trust in his belief that if they died together they would be together through