From Sotheby's these marvelous letters from the possesion of Marie the Duchess of Edinburgh/Saxe-Coburg and Gotha nee Grand duchess Marie Alexandrovna.

A remarkable correspondence of the Grand Duchess to a close friend who had known her since her childhood, covering a period of over thirty years during which she married, moved to England, brought up her family and became a grandmother.
Initially Marie is struck by the contrast between the "coldness" of England and the warmth of Russia (not the climate, but the people and the atmosphere), and she finds relations with her mother-in-law Queen Victoria difficult and unpredictable, a state of affairs which hardly altered over the years. She is however amazed by her visit to the Derby, and loves the Italian paintings in the National Gallery, which recall her tour of Italy before her marriage. While awaiting the birth of her first child, she finds her "villégiature" at Eastwell in Kent rather dull – at 20, she remarks wistfully, surely one has the right to some amusement – and misses her Italian and music lessons.
From Malta where Alfred is stationed with his ship she notes that "nous avons commencé à travailler pour les blessés" (a course of action which the Tsar had hoped would not offend Queen Victoria, the wounded in question being Russian officers) but it pains her to be away from Russia at such a time, but she admits guiltily that she gets bored with Alfred away at sea, and regrets that she cannot accompany him when he is posted to the Crimea ("vous pouvez bien vous imaginer combien j’avais envie de voler en Crimée, mais le Duc me supplie d’y renoncer pour ne pas exaspérer la Queen, qui déjà est si mal disposée pour lui").
On hearing of the assassination attempt on her father in 1879 she is overwhelmed with anxiety and desperate for more news
…j’en suis encore profondément émue et n’oublierais jamais ce jour affreux. J’attends des détails avec une patience terrible et les premières lettres ne sont pas encore parvenues. C‘est tellement abominable, indigne, que cela n’a pas de nom! Le seul sentiment consolant, si on peut l’appeler ainsi, que je ressens dans ce moment, est celui que cette catastrophe devait avoir lieu un de ces jours. Il me semblait impossible qu’après tous ces attentats les malfaiteurs ne s’en prennent à la personne de l’Empereur lui-même. Tout cet hiver ce pressentiment me poursuivit et je respirais presque librement quand j’appris que mon pressentiment s’était vraiment accomplie…
She goes to Ingenheim to see her mother, whose health is poor, and tries to prepare herself for the worst, knowing that she is mortally ill.
After the death of father she feels that Russia no longer exists for her, and has a profound sense of exile from her homeland ("…Cet écroulement de tout mon passé me brise le coeur… il faut presque dire que la Russia n’existe plus pour moi…").
A year later the sadness of the anniversary is acute; she states that she is living on her memories, and has harsh words for the new Empereur and his repressive policies
… il me semble à présent que j’ai brisé tout lien qui m’unissait à la Russie, et que je n’ai aucune envie d’y revenir. Le nouveau régime, les nouvelles idées, tout me sera pénible. Pas un mot par écrit de ma famille… Le parti archi-russe… sauveront-ils la Russie par leur patriotisme si ardent… et en politique intérieure, après avoir respiré plus librement, va-t-on de nouveau étouffer la pauvre Russie. Notre patrie est-elle un autre empire chinois, qui craint d’avancer d’un pas dans la civilisation européenne, de crainte de voir crouler tout le vieil édifice?
She finds that in her sadness the Queen has been kind to her, and they have gone for long walks together and talked a lot.
She is irritated at finding herself pregnant again, but is delighted when another daughter (Alexandra, named after the Countess, but known as Sandra) is born on Easter Day, which she feels is a good omen. She reports on the Queen’s Golden Jubilee, which went well, to the Queen’s satisfaction, and on her travels in Europe, with amusing accounts of a visit to the Queen of Spain, to Romania for the birth of her daughter Missy (Marie)’s first child, and to the Empress Frederick in Berlin, who hasn’t a good word to say for her son (Kaiser Wilhelm), though Marie finds him "honnête et ouvert". She complains of having to go to Windsor to inaugurate yet another statue of the Prince Consort ("comme s’il n’y en avait pas assez dans toute l’Angleterre"), and contrasts the elaborate reception of Wilhelm II at Osborne with his previous visit when he was all but ignored.
She has little time for the Prince of Wales, whom she describes as "l’homme le plus indiscrète et le plus dénué de principes de toute l’Europe". Her attitude to England remains ambivalent, particularly London, which she describes as "un carême perpetuel", but as she notes, they are obliged to spend two months a year there otherwise the government will strip them of their possessions. However, as she comments wryly, since Alfred has become Duke of Coburg they are in better odour in England; "nous sommes bien plus appréciés depuis que nous avons grimpé sur le trône de nos ancêtres cobourgeois".
She describes the wedding of second daughter Ducky (Victoria Melita) to Ernest of Hesse, which was attended by Queen Victoria, since both bride and groom were her grandchildren, this being a mixed blessing for all present
…La présence de la Queen pendant toute la semaine sainte était particulièrement dure à supporter. Toute son existence, toutes ses heures, toutes ses habitudes, étant si différentes du reste de l’humanité, compliquait le cours de nos journées d’une manière tout à fait fatigante…
Fortunately Queen Victoria would not live to see this marriage end in divorce. The only child of the marriage died in 1903. Marie tries to counter Countess Tolstoy’s disapproval, and informs her that Ducky wants to remarry one of her Russian cousins. The final letter refers to the "horrible Japanese war".
The lot also includes two letters by Marie to her close friend Ina ("Inushka") and other related items.