was created Countess of Dorchester by James II., and subsequently married David Collyer, first Earl of Pontmore in Scotland. She died in 1692, having had by King James a natural daughter, to whom, by royal warrant, that monarch gave the rank and precedence of a duke's daughter; she was styled Lady Catherine Darnley, and married first, in October 1699, James, third Earl of Anglesey, from whom, on account of alleged cruelty on his part, she was separated by act of parliament in the following year. The earl died in 1701, and his widow married, secondly, in 1705, John Sheffield, first Duke of Normanby and Buckingham. She died on the 13th of March, 1743, and was interred with almost regal pomp in Westminster Abbey. By her _first_ husband (the Earl of Anglesey) she had an only daughter, the Lady Catherine Annesley, married to Mr. William Phipps, father of the first Lord Mulgrave, and, consequently, great-grandfather of the present Marquis of Normanby, who on his recent elevation to that dignity, has, it appears, preferred to take one of the ducal titles of a nobleman from whom he does _not_ descend, and of whose blood there does not flow a single drop in his veins, to the just assumption of the title of one from whom he _does_ descend, and whose sole representative he undoubtedly is. Of the Duchess of Buckingham's inordinate pride, there are some curious stories in Walpole's Letters to Sir Horace Mann (_sub anno_ 1743). But perhaps the most remarkable instance of it is to be found in a periodical paper called the _British Champion_, which was published at that time, and which is now not commonly to be met. In the No. for April 7, 1743, there is the following anecdote:-- "I have been informed that a lady of high rank, finding her end approaching, and feeling very uneasy apprehensions of this sort, came at length to a resolution of sending for a clergyman, of whom she had heard a very good character, in order to be satisfied as to some doubts. The first question she asked was whether in heaven (for she made no doubt of going thither) some respect would not be had to a woman of such birth and breeding? The good man, for such he really was, endeavoured to show her the weakness of this notion, and to convince her that there was, where she was going, no acceptance of persons, and much more to the same purpose. This the poor lady heard with much attention, and then said with a sigh, 'Well, if it be so, this heaven must be, after all, a strange sort of a place!'" P. C. S. S. is unwilling to believe this painful story--the more so, as it must be recollected that the author of the paper was an inveterate Whig, and the Duchess (jure paterno) as inveterate a Jacobite. P. C. S. S. * * * * * SAN GRAIL. Sir Walter Scott, in his _Marmion_ (Introduction to Canto First), writes of Sir Lancelot of the Lake, that--