At the outbreak of the Second World War in 1939, the British government, alarmed at the Duke and Duchess of Windsor's association with the Nazis and the possibility that they would remove themselves to the United States to preach their pacifist (and slightly pro-German) credo, decided that a job had to be found for the ex-King Edward VIII. and his wife, the American, Wallis Simpson. He was appointed Governor of The Bahamas, one of the smallest and...