Catherine the Great, famed 18th-century Empress of Russia, was not only one of history's most remarkable women, but also a voracious and astute collector. Her fabulous private horde of jewels, miniatures, clocks, porcelain, arms and armor, coins and medals, paintings, and other precious objects is owned by the Hermitage Museum, which is housed in the former Winter Palace of the tsars in St. Petersburg. These are treasures fit for an empress; no one...