The luminous star of Mr. Smith Goes to Washington, Shane, and other classic films was, as the subtitle aptly puts it, "the actress nobody knew." Jean Arthur (1900-91) kept her personal life private, disdained the Hollywood publicity machine, and was called "difficult" because of her perfectionism and remoteness from costars on the movie set. John Oller, a lawyer, tracked down kinsfolk and friends never before interviewed to capture the elusive...