"'There are certain women,' Truman Capote wrote, 'who, though perhaps not born rich, are born to be rich.' Barbara 'Babe' Paley, Gloria Guinness, Marella Agnelli, Slim Hayward, Pamela Churchill, C. Z. Guest, Lee Radziwill (Jackie Kennedy's sister) -- they were the toast of midcentury New York, each beautiful and distinguished in her own way. These women captivated and enchanted Capote -- and at times, they infuriated him as well. He befriended them,...