I agree. Other than Maud of Norway the other ladies had rather difficult/interesting lives in the countries they married into.
I agree; a documentary of Victoria's granddaughter would have been fantastic.
Just as an overview of who Victoria's granddaughters were:
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Princess Margaret of Connaught, Crown Princess of Sweden
It is said her pro-reform attitude (one she gently passed to her husband as well) might have well saved the Swedish Monarchy.
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Princess Patricia of Connaught, Lady Patricia Ramsay
The Princess Patricia's Canadian Light Infantry was the very last privately raised regiment in the British Empire. It was raised by Andrew Hamilton Gault at his own expense.
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Princess Alice of Albany, Countess of Athlone
Alice was the longest-lived British Princess by blood, as well as the last surviving grandchild of Queen Victoria. During her tenure as vicereine of Canada, many royal refugees from various European monarchies stayed at their residence, including Crown Prince Olav (Olav V) and Crown Princess Martha of Norway, King Peter of Yugoslavia, King George of Greece, Empress Zita with her daughters, Queen Wilhelmina and Princess Juliana (Queen Juliana) of the Netherlands (Alice would later become godmother of Juliana's daughter, Beatrix), Grand Duchess Charlotte and Prince Felix of Luxembourg.
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Victoria Eugenie of Battenberg, Queen of Spain
The deeply unhappy wife of King Alfonso who never forgave her for passing the haemophilia gene to two of their sons.
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Louise Princess Royal and Duchess of Fife
The eldest daughter of Edward VII, to me personally she is mostly interested in connection with her husband's title of the Duke of Fife (and how it was allowed to be inherited in female line).
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Princess Victoria of the United Kingdom
The younger daughter of Edward VII, she was also George V's favourite sibling.
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Maud of Wales, Queen of Norway
Nicknamed "Harry" because of her liveliness, she came to be known as a style icon later in her life.
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Victoria Mountbatten, Marchioness of Milford Haven (Princess Victoria of Hesse and by Rhine)
After the death of her mother, she became a mother figure to he younger siblings. Unfortunately, she got to see two of her sisters (Empress Alexandra and Grand Duchess Elizabeth) murdered during the Russian Revolution (it is said that during her last visit to Russia, Victoria drove past the house the Imperial Family would be murdered in three years later), as well her daughter's nervous breakdown. After Alice was diagnosed with schizophrenia, she took care of Prince Philip (the Duke of Edinburgh), who later recalled: "I liked my grandmother very much and she was always helpful. She was very good with children ... she took the practical approach to them. She treated them in the right way – the right combination of the rational and the emotional." Victoria also thought Winston Churchill (then First Lord of the Admiralty) was unreliable because he once borrowed a book from her and never returned it.
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Grand Duchess Elizabeth Feodorovna of Russia, St. Elizabeth Romanova (Princess Elizabeth of Hesse and by Rhine)
One of the tragic victims of the Russian Revolution who never did harm to anyone in her life.
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Empress Alexandra of Russia (Princess Alix of Hesse and by Rhine)
Another of the victims of the Russian Revolution, she is sometimes blamed for the fate of the Imperial Family because of her influence over her husband, and personal decisions which alienated the Imperial Family from the people.
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Princess Irene of Hesse and by Rhine, Princess of Prussia
Despite the many tragedies which befell her family, and despite giving birth to two sons affected with haemophilia, Irene found happiness in her marriage. She and Prince Henry of Prussia were known as "The Very Amiables" by their numerous relatives for their pleasant natures and togetherness.
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Princess Marie of Hesse and by Rhine
One of the tragic Hesse children, Marie died aged just six from diphtheria. She was a much loved child and her death devastated her family. Her mother was even forced to hide news over her death from the rest of her family (all infected too) until they got a little better. Marie was particularly close to Alix; Princess Alice wrote to Queen Victoria that the two girls were inseparable.
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Queen Marie of Romania (Princess Marie of Edinburgh)
Largely known for her somewhat scandalous love life, Marie was also a great influence in politics. It is said her pro-Allies (mainly, pro-British) sympathies brought Romania to their side during World War I. She was also instrumental in Romania's highly successful post-war negotiations; she personally travelled to Paris and persuaded all the great powers to agree to Romania's requests, which eventually expanded the country's territory by over 60%.
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Princess Victoria Melita of Saxe-Coburg and Gotha (Grand Duchess of Russia)
She scandalized the royal families of Europe when she divorced her first husband in 1901. After the divorce, she married her first love, Grand Duke Kirill Vladimirovich - without the Emperor's consent. For that, they were initially banned from court and forced to leave Russia; later, however, the Emperor relented and they were allowed to go back. Maria Vladimirovna, the current claimant to the Russian Throne and Headship of the Imperial House, is Victoria's granddaughter.
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Princess Alexandra of Saxe-Coburg and Gotha
Her great-grandson, Christoph, Prince of Schleswig-Holstein, is head of the House of Oldenburg. As such, he is the head of the family that includes current and future Monarchs of Denmark, Norway, Greece and the United Kingdom (Margrethe II, Harald V, Constantine II and Prince Charles). He is also the senior male-line descendant of Christian III of Denmark, and as such, the heir to the headship of the entire Kalmar Union.
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Princess Beatrice of Saxe-Coburg and Gotha
She is perhaps best known because of the Spanish Affair scandal. There is some evidence that King Alfonso XIII of Spain (who was married to her cousin, Victoria Eugenie) tried to seduce her but she rebuffed him. In retaliation, Beatrice and her husband, Infante Alfonso, were exiled and the King's circle spread rumours the exile was because of Beatrice's unsavoury behaviour. The Queen was aware of the true nature of the scandal but was unable to help her cousin.
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Princess Helena Victoria (of Schleswig-Holstein-Sonderburg-Augustenburg)
After George V relinquished (on behalf of himself and all members of the British Royal Family who were British subjects) all foreign titles, Princess Helena and Princess Marie Louise acquired the distinction of being Princesses but not members of any particular Royal Family or Sovereign House.
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Princess Marie Louise (of Schleswig-Holstein-Sonderburg-Augustenburg)
Like her sister, she held the distinction of being Princesses but not members of any particular Royal Family or Sovereign House. Marie Louise is also known for her deeply unhappy (and eventually annulled) marriage to Prince Aribert of Anhalt.
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Sophia of Prussia, Queen of the Hellenes
Three of her sons became Kings of Greece, one of her daughters was Queen of Romania, the other - Duchess of Aosta. She is also grandmother of Queen Sofia of Spain and King Constantine of Greece.
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Princess Margaret of Prussia
She almost became Queen of Finland when her husband, Frederick Charles of Hesse-Kassel accepted the offer of the throne of the newly-formed independent Finland. However, Germany's defeat in World War I changed the game and Frederick Charles renounced the offer.
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Princess Charlotte of Prussia, Duchess of Saxe-Meiningen
The favourite sister of the Emperor, she was nevertheless unpopular with the German people. The Jagdschloss Grunewald scandal and neglect of her only child, Princess Feodora (Queen Victoria's eldest great-grandchild) did little to improve the image.
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Princess Viktoria of Prussia
Young Vicky is perhaps best remembered for her unfortunate love life; first, plans of her engagement to the dashing Alexander of Battenberg came to nothing. Her marriage to Adolf of Schaumburg-Lippe was not an unhappy one but he died in 1916, leaving her a widow. Her third marriage to a dancer decades her junior (who swiftly squandered her entire fortune) scandalised the royal families.