By then they were going by the names of Rosie and Jenny Dolly, and their stunning beauty had won them many admirers, including a string of extremely wealthy men.
Both were married and divorced in their 20s, as their careers led them across European dance halls and onto movie sets, including their own film – the aptly titled Million Dollar Dollies.
Men continued to fall at their feet – Prince Edward was even rumoured to have enjoyed a dalliance with one of the sisters – but Harry Gordon Selfridge was arguably their most ardent admirer.
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His devotion to the Dollies knew no bounds, and his mission to persuade Jenny to marry him led 70-year-old Selfridge to part with a significant portion of his retail fortune.
Jenny never became Selfridge's wife, but allowed him to finance her extravagant lifestyle and furnish her large collection of expensive jewellery. Harry, meanwhile, squandered millions on the infamous Dollies and their gambling habit; according to onlookers, he'd sit behind the sisters and feed them 1,000 French frank notes.
But despite their vast fame and fortune, neither sister's story had a happy ending. Instead of marrying Harry, Jenny began seeing French pilot Max Constant, but the pair were involved in a near-fatal car crash leaving her badly injured with facial disfigurement.
Harry began paying for the operations to help restore her beauty but she returned to the US, suffering from depression and eventually marrying and separating from Bernard Venissky. In 1941 she committed suicide.
Rosie, meanwhile, moved back to the States where she lived with husband Irving Netcher, and retreated from public life. In 1962 she unsuccessfully attempted suicide, living for another nine years before dying of heart failure in 1970.
And then there's Harry – it's no secret that his story is a tragic one, but the less said about that the better. After all, there's still ten more episodes of Mr Selfridge to watch...
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Mr Selfridge is on Fridays at 9pm on ITV
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