Anna Pavlova and Jack. The compassionate friend can be identified by four things: by not rejoicing in your misfortune, delighting in your good fortune, preventing others from speaking ill of you, and encouraging others who praise your good qualities.
Mathilde Kschessinska. She would begin her notorious love life with Nicholas II before moving on the Grand Duke Sergei and Grand Duke Andrei. Eventually, after the revolution Grand Duke Andrei married her in 1921.
I read somewhere that in the victorian era, it was a popular trend to take your lady friend to a cemetary for a "date" (nothing immoral, as far as I know). Before reading that I always thought it would be a lovely date, so this just kind of confirmed it for me.