This new play comes from the writer/director team that brought us the award-winning Vincent in Brixton, which is a pretty good recommendation before it even starts.
The milieu surrounding the Duchess of Windsor could not be more different from that of the impoverished artist and presents viewers with a number of potential attractions.
For those fascinated by the aristocracy and the Royal family it will prove irresistible. Similarly, fans of snobbery will have a field day. Perhaps less predictably, those for whom these groups have little interest might still derive much from the two hours, thanks to a series of fascinating studies of eccentric characters.
The Duchess herself is barely seen, already on (or more accurately off) her last legs by 1980 when the novelist Lady Caroline Blackwood was commissioned by the Sunday Times to travel to the ex-King's widow's home in the Bois de Boulogne to write a profile.
Her efforts were largely thwarted by the old lady's almost equally old minder, the 82-year-old Maître Suzanne Blum, a vain lawyer of the old school with very decided views about publicity and celebrity, which is another topic explored in this play.
Each one of these characters is intriguing. Anna Chancellor makes a good fist of portraying the high living Lady Caroline. Even prior to writing a novel shortlisted for the Booker Prize, this tarnished but very colourful jewel of the Anglo-Irish family of Dufferin and Ava and appropriately, on her mother's side, the Guinnesses, the Paris Hilton of her day, had led the kind of life that nowadays would see her gracing the covers of Hello magazine on a constant basis. She married and modelled for the artist Lucien Freud, having eloped with him at 21 then wed pianist Israel Citkowitz and, finally, poet Robert Lowell.
Feisty at the best of times, as soon as she had sunk a couple of vodkas, this fearless investigative journalist became eager to ask any question however provocative and ludicrous in her attempts to prove a conspiracy theory that would certainly help to sell newspapers.
An open question is whether any editor would have been willing to publish knowing that the extremely litigious Madame Blum was permanently poised, writ in hand, must be open to doubt?
This inevitably caused clashes with the elderly French lawyer, who protected her client's reputation as if it were her own life. Sheila Hancock gives a superb performance that somehow manages to capture not only the toughness of this formidable biddy but also her soft underbelly and caring nature.
Even so, it is when the Maître is at her most belligerent that she gives greatest entertainment, if only for her ridiculous inventions attempting to protect the desperately ill Duchess from opprobrium or, worse, ridicule.
To add colour to the evening, Wright introduces a very humorous John Heffernan as Michael Bloch, a writer who finds a deep affinity with the Maître despite a comically effete nature and weak character.
In a small cameo, Angela Thorne portrays Lady Diana Mosley, still proud of her anti-Semitic, pro-Nazi tendencies 35 years after the death of the man whom she may well have revered more than anybody except her husband Oswald, Adolf Hitler.
While the plot itself may not have any great depth, the evening turns into an enjoyable historical romp. That is because each of these individuals is delicately but affectionately drawn by the writer and convincingly played by a cast well marshalled by Sir Richard Eyre.
"The Last of the Duchess" plays until 26 November