From the time, many years ago, when Michael Palin first heard that his grandfather had a brother, Harry, who died in tragic circumstances, he was determined to find out more about him.

The quest that followed involved hundreds of hours of painstaking detective work. Michael dug out every bit of family gossip and correspondence he could. He studied every relevant official document. He tracked down what remained of his great-uncle Harry's diaries and letters, and pored over photographs of First...