Nancy was born near Charlottesville, Virginia, and brought up in Richmond and New York. She was the niece of Nancy Astor and a cousin of Joyce Grenfell.
She was first married in the United States in 1917. Her husband Henry Field, heir to the Marshall Field department store fortune, died five months later following an operation to remove his tonsils.
Her second husband Ronald Tree was Henry Field's first cousin. Esoteric Curiosa follows Wikipedia in describing Tree as "a bisexual journalist and investor". They married in the States in 1920 and moved to England in 1927. They took a 10-year lease on Kelmarsh Hall, which is five miles south of Market Harborough.
In 1933 Tree became MP for Harborough in a by-election that was a Conservative hold. In the same year he and Nancy moved to Ditchley House near Charlbury in Oxfordshire.
Tree became one of the few Conservatives who grasped the threat that Nazi Germany posed to Britain. During the World War II he offered Ditchley House for Churchill's use as Chequers and the prime minister's own house at Chartwell were thought too vulnerable to German bombers "when the moon was high". (Tree took this phrase of Churchill's as the title for his own memoirs.)
Tree lost Harborough to Labour in 1945 (the only time they have won the seat) and he and Nancy divorced two years later.
Nancy's third husband was Claude Lancaster, the Tory MP for Fylde and then South Fylde between 1938 and 1970. By coincidence, he also owned Kelmarsh Hall. This marriage lasted only until 1953, but Nancy was later to buy Haseley Court near Oxford and become "the doyenne of interior decorators (something she never was nor ever claimed to be) and smart gardeners".