Royal Albums: The King's favourite: Mrs Simpson; moves to the heart of Edward's life

EDWARD's PRIVATE SOUVENIR 1934-36; A loving slave who buckled Wallis's shoes and painted her toenails

Newly discovered photograph albums, whose contents are published here for the first time, give an intimate picture of Edward VIII and Wallis Simpson's life at the time of his succession as king. It was a period, writes Paul Vallely, when their unconventional, if affectionate, relationship was the talk of high society

It was early in 1934 that Thelma, Viscountess Furness, decided to travel to New York to see friends. A few days before she sailed she invited her friend the American socialite Wallis Simpson for lunch at the Ritz.

"Oh Thelma, the little man is going to be so lonely," Wallis had said. The "little man" was Edward, Prince of Wales. Lady Furness was the latest in his line of mistresses.

"Well, dear, said Lady Furness, "you look after him while I'm away". She did. Indeed, as Thelma acidly observed in her memoirs, she "looked after him exceedingly well."

Until that point there had been nothing improper about Mrs Simpson's relationship with the future King Edward VIII, the man who was later to become for her sake the first monarch in British history willingly to abdicate. She and her second husband Ernest, an American-born shipping broker, had met Lady Furness through a friend at the US embassy four years before. Through her they had come to know the Prince of Wales and in 1932 had become regular, if infrequent, weekend visitors at his country home, Fort Belvedere. By 1933 the Simpsons were regarded by the staff at the Fort as regulars. In return, they often invited him to their daily cocktail parties at their apartment in Bryanston Court behind Marble Arch.

But when his mistress was in New York, Edward began calling in at Bryanston regularly and lingering so long past the cocktail hour that he was invited impromptu to join them for dinner. Often he kept them up until 4am. At first, a stoical Mr Simpson, whose business was in trouble and who had brought work home with him, sat and smiled. But as the royal visits became more frequent he began to excuse himself and return to his study leaving his wife and the prince alone into the small hours. "Ernest has cried off a few," Wallis wrote on 12 February 1934 to her Aunt Bessie in the US, "but I have had to go on. I am sure the gossip will now be that I am the latest [of the prince's mistresses]". Yet she always insisted that no affair took place.

At the Fort during weekend parties it was noticed that Edward danced more and more frequently with his American friend. "But I always have Ernest hanging round my neck, so all is safe," said Wallis.

Thelma Furness did not agree. She had lingered for two months in New York - where she had seen much of the rakish young Prince Aly Khan - and when she returned and Edward invited her to the Fort she found her lover polite but very distant. Then at dinner she noticed that the Prince and Wallis seemed to have developed little private jokes. When she saw Wallis playfully slapping the Prince's hand when he picked up a piece of salad with his fingers the penny dropped.

The viscountess was not invited again. It was the talk of the town. "Our little Prince is not so nice," one titled Chelsea lady said. "His treatment of Thelma and Freda [Dudley Ward, a previous mistress] is appalling. Just overnight - bang! No letter, no nothing. Just silence." But Wallis suddenly found herself in receipt of invitations from all directions by people who hoped that she would come - and bring the Prince of Wales with her.

By now the Simpsons were expected every weekend at the fort, and every week they had to assume that several evenings would be spent in the prince's company. What Ernest thought of it all is not recorded. Wallis told Aunt Bessie in one letter that Ernest was flattered by the prince's attention. It seems he had little option. At Fort Belvedere it was now Wallis Simpson who planned the menus and rearranged the furniture. While the prince and his friends played golf, Wallis walked the prince's pugs, Cora and Jaggs. So touched was he by her affection for his dogs that one afternoon he turned up at Bryanston with a Cairn terrier under his arm - for her. They named him Slipper, and he became an important symbol of their relationship; the dog is much in evidence in the photographs we reprint today from the second of Edward's private albums which have been passed to The Independent by a family friend who was given the collection by Wallis, then Duchess of Windsor, in 1972 when Edward died in exile in France.

In the summer of 1934 Edward invited the Simpsons to join him in Biarritz. But Ernest was to be away on business and so the prince suggested she should bring her Aunt Bessie instead. She did and it took the older woman no time to realise that the prince was in love with her niece. She could see it, she told Wallis, "in his every glance". When Wallis replied that she was in control of the situation, her aunt warned, "I can see no happy outcome to such a situation."

Her niece did not want to hear. Her relationship with the Prince was the stuff of fairy tales for a woman such as Wallis, who had been born out of wedlock and brought up as the fatherless poor relation of two distinguished American families. Though she moved in Baltimore social circles and married an American naval aviator, Earl Winfield Spencer, her first marriage was unhappy. Spencer turned out to be a moody, violent alcoholic who used to go out for the evening leaving her tied to the bed. After five years of unhappiness she divorced him. The next year she married the safe and sentimental businessman Ernest Simpson, with whom she moved to London. She was not young - she was 35 when she met Edward - and she was not pretty. Nor was she rich, well-educated, clever or witty. And yet she had become the favourite of the heir to the throne of England.

Many have assumed that the attraction was sexual. Some historians have claimed that when her first husband was posted to gunboat patrol duty in the South China Seas, Wallis joined him in Hong Kong, where he took her to one of the colony's singing houses, a high-class brothel in Repulse Bay. It was there, and later in Shanghai, it was said that the future Duchess of Windsor learnt the sexual skills, including the celebrated "Singapore Grip" in which contemporary gossips said she was expert. In later years, as Duchess of Windsor, she repeatedly asserted that there had been no sexual relationship at this point, though the evidence from Edward's butler was that his bed was often unslept in from the end of 1934 when Mrs Simpson was staying.

Be that as it may, it was clear to their contemporaries that the relationship between Edward and Wallis fed something deeper in his personality than his relationships with his earlier mistresses had. It was no adult love affair of an ordinary sort. "It was overwhelmingly a mother-son relationship," according to Michael Bloch, editor of The Letters Of Edward And Wallis (1931-1937). "His letters to her are infantile, adoring, trusting; they plead for affection and protection. Hers to him are sensible, affectionate, admonishing, possessive. The correspondence resembles nothing so much as the letters exchanged between a fond but wise parent and a lonely, hypersensitive child at boarding school."

The role-playing that Edward found exciting made him, in the words of the diarist Chips Channon, Mrs Simpson's absolute slave. He buckled her shoes and begged for cigarettes like a trained poodle - even in front of the servants. One servant once entered the room to find Edward on all fours, painting Wallis's toenails. Edward pretended to pay her for her kindnesses in cash and jewels, even bestowing upon her Queen Alexandra's emeralds which had been destined for his future Queen. ("If she were what I call a respectable whore, I wouldn't mind," grumbled a sullen Prime Minister, Stanley Baldwin. Wallis punished his smallest misdeed like a schoolmistress, literally rapping his knuckles or rebuking him sharply. In their later years Edward's golfing partner Sandy Bertrand recalled how the Duchess often said: "Sandy, you are so kind to play golf with my old man - it must be so boring for you." When the hapless Duke interjected: "Darling, I don't think he's bored," she would snap something like "Of course he is". When she was hard on him, Bertrand recalled, "he seemed to feel that it showed that she cared".

Whatever the truth about the relationship it was clear that by the end of 1934, when the prince wrote the first of many love letters in his copperplate hand, he had fallen deeply in love with Mrs Simpson. He knew it was different from his previous relationships and before long he knew that he wanted to marry her. It was not, of course, something he knew how to discuss with his father. Before he could work out how to do that, George V died and Wallis's lover was proclaimed King.