In fact, although royal ladies of the Victorian period (which covers a great deal of ground) could be very fashionable, in general they didn't seem to think it a good idea to be really innovative fashion leaders. The Empress Eugenie, although one of the introducers of the crinoline as gogm says, was not its originator - she firmly said she would not set fashions, merely follow them at a respectable pace. Queen Victoria herself was far from fashionable, even in the happy days of her marriage to Albert - her outfits were severely criticised by the Parisians on her state visit to France in 1855 (though they liked her style, which they thought much more regal than that of the Empress Eugenie). Sissi did not innovate either - she looked splendid, especially in the days of the elongated crinoline, but that was due to her good looks and poise. The only thing I can think of which was a true innovation was Queen Alexandra's high jewelled collars, and otherwise she was just very fashionable - not a leader, but in the forefront of fashion. It is interesting that Alexandra was obliged to keep her visits to French fashion houses under the radar - her sister the Empress of Russia was much more open about it, but the greater involvement by the British public in the funding of their monarchy meant that they firmly believed that the busines of clothing them should stay in Britain.
