She was one of the first New World (in this case Cuban-American) heiresses to marry into the Old World aristocracy. Her Wikipedia article is here. According to Alina Garcia-Lapuerta, "Consuelo Yznaga (her family spelled it with a Y although today most use an I), aka Consuelo Montagu, Duchess of Manchester, was Cuban-American, not Brazilian. Her father was from Trinidad, Cuba and her mother from Louisiana. The confusion is due to her being the basis for the Edith Wharton character in the Buccaneers. The character of Conchita Closson, a Brazilian-American girl who married a British aristocrat, is based on Consuelo. Wharton changed some details…."
Left image from the USA Library of Congress Bain Collection; right image added 25 February 2014 from antiqueroyals.tumblr.com/page/12 after the sepia tone was removed.