Where else would the pretty 20-year-old Annabella Milbanke meet her future husband, the poet Lord Byron, than at Lady Caroline Lamb’s morning waltzing party? That was the kind of entertainment laid on for this provincial heiress, one of the most courted girls in London, during her third London Season in 1812. In her first two Seasons, Annabella had rejected several nice, eligible suitors. As Miranda Seymour writes in this gripping saga of a double-biography, ‘her heart was obstinately set upon the reformation of a rake’. (As I read that, I heard my mother’s warning: ‘Darling, never marry someone in the...