The second volume of the Rev. Mr. Gleig's _Lives of the most eminent British, Military Commanders_, (and the 28th No. of the _Cabinet Cyclopædia_,) contains Peterborough and Wolfe, and concludes Marlborough. The latter is very copious, and perhaps more detailed than we expected to find it. We subjoin an extract describing the last days of _Marlborough_. "The stream of public events has hurried us on so rapidly, that we have found little leisure to record those domestic trials, to which, in common with the rest of his species, the great Marlborough was subject. One of these, the death of the young and promising Marquess of Blandford, was a blow which the duke felt severely when it overtook him, and which to the last he ceased not to deplore. Another bereavement he suffered on the 22nd of March, 1714, by the premature decease of his daughter, Lady Bridgewater, in the twenty-sixth year of her age. Lady Bridgewater was an amiable and an accomplished woman, imbued with a profound sense of religion, and beloved both by her parents and her husband. But she possessed not the same influence over the former, which her sister Anne, Countess of Sunderland, exercised, on no occasion for evil, on every occasion for a good purpose. Of the society of this excellent woman, who had devoted herself since his return to dull the edge of political asperity, and to control the capricious temper of her mother, Marlborough was likewise deprived. After bearing with Christian fortitude a painful and lingering illness, she was attacked, in the beginning of April, 1716, with a pleurisy, against which her enfeebled constitution proved unable to oppose itself, and on the 15th she died, at the early age of twenty-eight. Like Rachel weeping for her children, Marlborough refused to be comforted. He withdrew to the retirement of Holywell, that he might indulge his sorrow unseen; and there became first afflicted by that melancholy distemper, under which first his mind and eventually his body sunk.