Christian Dior called Cristobal Balenciaga "the master of us all." The priest-like Balenciaga, whose private life remained a total mystery until the day he died, created day dresses of deceiving simplicity and evening gowns of staggering extravagance, and for them he was paid the highest prices in the couture world. His faithful clients were the great fashion plates of the postwar years: the Duchess of Windsor, Gloria Guinness, Pauline de Rothschild,...