"Mrs. Guggenheim, how many husbands have you had?" she was once asked. "D'you mean my own, or other people's?" Peggy Guggenheim's tempestuous life (1898-1979) spanned the most exciting and volatile years of the twentieth century, and she lived it to the full. How she became one of the century's foremost collectors of modern art-and one of its most formidable lovers-is the subject of this lively and authoritative biography. Her father, Benjamin Guggenheim,...