The Sisters: The Saga of the Mitford Family by Mary S. Lovell
I think I have written about the Mitfords before, but I cannot discuss sister biographies without reference to one of the great ones.
In the bad girl category, no one can beat the Mitford sisters, the antithesis of the Caton gals (Sisters of Fortune by Jehanne Wake). Clever (the majority at least), beautiful, and unconventional, the Mitfords covered a lot of ground in England and on the continent.
Nancy (best-selling author), Diana (Fascist), Jessica (Communist), Unity (Nazi), Debo (Duchess), and Pamela (farmer) squabbled incessantly, but despite different political views and lifestyles always (eventually) supported each other.
The Mitfords knew everyone and did everything (twice.) Too much fun!
See also
The Mitford Murders by Jessica Fellowes
The Pursuit of Love by Nancy Mitford
Outrageous (2025), to my mind an OK only series about the sisters on Britbox/PBS