There was a huge covering of royalty in fashion magazines in the 1st half of the 20th century, which are perhaps a better guide to the popular culture of 50% the middle classes than more serious newspapers. The Lady's realm, The Sketch, Femina, La Mode Illustree - all have pictures in every issue of royalty of all countries either in a social event context - e.g. yatching at Cowes - or in some sort of article talking about their family life, homes (generally using photos of the more public royal rooms - but the articles definitely exisit) or marital prospects or something like that. For example Femina, I think, ran an article about royal women in uniform, with photos of various royals in the uniforms of the regiments of which they were colonels in chief - this was in about 1905. There were no interviews with individuals, and the articles all have the same rather sickly awed/reverent tone which not even Hello magazine would be able to sustain today, but the interest was certainly there and is clearly a precursor to the celebrity culture we have today. If you drop the reverence and increase the abilty to intrude on personal lives, you can see what all this interest could lead to a century later.
Physical beauty was always a star-maker in the 19th century and women like Lily Langtry were tremendously admired - women stood on chairs to see her go by (because otherwise they couldn't see past the hats of the men crowding around). Beauties like the Empress of Austria, the Empress of France and the Princess of Wales were similarly stared at (hence the Empress of Austria tended to keep her face hidden behind fans when walking since she had a very 21st century desire to control her image and hated to be photographed in her later years). There just wasn't the technology around until the end of the 19th century to be able to 'capture' these celebrities for magazines and newspapers - but when it did become available it really helped to start the industry we see today. But one has to remember that the media, for all its faults, will not print/show something the public doesn't want to see and if the readers of The Lady's Realm didn't want articles about the home life of the Empress of Germany in 1907, they wouldn't get them.