These hitherto unpublished Letters from the Duke of Wellington to Miss J., and the Diary of the latter, have lain for years in a trunk in the attic of a country-house within thirty miles of New York city. Their publication is permitted through the kindness of a friend with whose family Miss J. was remotely connected. The facts with regard to Miss J.'s life and character have been in part obtained through those who knew her personally, but mainly through her own Diary,--a worn volume once handsome, that at the first glance would be taken for a Bible. This book is supplied with a spring-lock. Its hundreds of pages are closely covered with a minute handwriting, and the ink with which they were traced has faded to a yellowish brown, indistinct in places, but never quite undecipherable. The Duke's letters are written in a peculiar, irregular hand, very difficult to read, and becoming more crabbed as he advanced in years. While the spelling is almost invariably correct, the construction of the sentences is often involved, and the punctuation follows no known method. At the time Miss J.'s correspondence with the Duke of Wellington opened, she was a very beautiful woman about twenty years of age. Her parents were from among the smaller English gentry, and in her girlhood she, with her elder sister, attended one of the best schools in England. Many of her companions were of noble birth, and the associations then formed were continued in later years. Miss J.'s father died while she was little more than a child, and not long after the mother followed. At her death the daughter writes that a vision was vouchsafed to her of the heaven her mother was entering.