SERGE DIAGHILEV’S Ballets Russes was the center of the Parisian art world during the early twentieth century. From its premiere of The Firebird in 1910—the year Virginia Woolf famously claimed “human character changed” fundamentally—to the death of Diaghilev in 1929, the troupe reigned on the stages of the Studio des Champs-Elysées and the Théâtre du Châtelet. After hours, the dancers attended late-night parties on the Seine, mingling with wealthy American donors and the likes o...