By Vanessa V. Friedman
Updated March 31, 1995 at 05:00 AM EST

The Last of the Duchess Caroline Blackwood (Pantheon, $23) This odd, and oddly engaging, book is the literary equivalent of lunch with a crazy great-aunt: It’s a highly enjoyable experience, with moments of helpless laughter, but one that doesn’t entirely make sense (at least not in the world of nonfiction as we know it). The story of English journalist Blackwood’s quest to meet the Duchess of Windsor-a quest that involved primarily meeting the keeper, or guard dog, of the Duchess, an old French lawyer called Maitre Blum-it is part humor (”Apparently, Maitre Blum had only lost all dignity when she was shown slides of herself she became crazily overexcited”), part thriller, part science fiction (”She was lying in bed looking like a tiny prune. She had turned completely black”), and part journalism (Blackwood interviewed scores of the Duchess’ old cronies). Blackwood never actually meets the Duchess and, in the end, finds out very little about her condition; the whole enterprise is a kind of extended wild goose chase, or a limerick in prose form. But it’s a very good limerick. A- -Vanessa V. Friedman