Mary Osborne, Duchess of Leeds, born Lady Mary Godolphin, was a daughter of Henrietta Godolphin, née Churchill, 2nd Duchess of Marlborough, and Francis Godolphin, 2nd Earl of Godolphin, making her granddaughter to the powerful government trio during the reign of Queen Anne of Great Britain: the famous general and politician John Churchill, 1st Duke of Marlborough, and his wife Sarah, Duchess of Marlborough, through her mother; and Sidney Godolphin, 1st Earl of Godolphin, through her father. Wikipedia