In December of 1902 a Cleveland lawyer waited in a carriage outside Andrew Carnegie's mansion on Fifth Avenue while a woman went inside. She came out half an hour later holding papers, dropped one, and let him pick it up. It was a promissory note for hundreds of thousands of dollars, signed with Carnegie's name. She asked him to forget he had seen it, and then told him why. She was Carnegie's illegitimate daughter, provided for privately, and nobody could know.

The lawyer gave his word and broke it within a week, which is exactly what she had brought him to New York to do.

She had never met Andrew Carnegie. She had written the note herself. Over the next two years Ohio banks lent her millions of dollars against it, and not one lender ever wrote to Carnegie to ask.

This episode follows Elizabeth Bigley from a railway worker's hou ...