Morgan's first husband was James Vail Converse (1893–1947), a grandson of
Theodore N. Vail, former president of the
American Telephone and Telegraph Company (AT&T). They were married in
Washington, D.C., on 16 February 1922 when she was 17 years old; Converse was about a decade older and had been married before. They divorced in
Los Angeles, California, on 10 April 1925. By this marriage she had one stepson, James Vail Converse Jr. (born 18 January 1918), her husband's son from his first marriage to Nadine Melbourne. After the divorce, Morgan was rumored to be engaged to the American actor
Richard Bennett, the
matinée-idol father of Hollywood film stars
Constance Bennett,
Joan Bennett, and
Barbara Bennett. Morgan's second husband was
Marmaduke Furness, 1st Viscount Furness (1883–1940), the chairman of
Furness Shipping Company. She was his second wife. They were married on 27 June 1926, and divorced in 1933. They had one son,
William Anthony Furness, 2nd Viscount Furness, and as the former wife of a British nobleman she was known as Thelma, Viscountess Furness. By this marriage she also had a stepson,
Christopher Furness, and a stepdaughter, Averill Furness. Furness first met the
Prince of Wales at a ball at
Londonderry House in 1926 but they did not meet again until the Leicestershire Agricultural Show at
Leicester on 14 June 1929. Edward asked her to dine and they met regularly until she joined him on
safari in
East Africa early in 1930, when a closer relationship developed. On Edward's return to Britain in April 1930 she was his regular weekend companion at the newly acquired
Fort Belvedere until January 1934. She also entertained him at her London home, in Elsworthy Road,
Primrose Hill, and the Furness country house, Burrough Court, in Leicestershire. On 10 January 1931 at her country house
Burrough Court, near
Melton Mowbray, Furness introduced the prince to her close friend
Wallis Simpson and, while visiting her sister Gloria in America between January and March 1934, she was supplanted in the Prince's affection by Simpson. Reacting to Edward's coldness later that year she threw herself into a short-lived affair with
Prince Aly Khan. She had openly flirted with Khan during her voyage back to the UK in March 1934 which was reported to the Prince of Wales and widely reported in the British and American press including the social gossip magazine
Tatler. While Furness was in the US with Aly Khan, Wallis Simpson stayed in her Mayfair home, 22 Farm Street, and entertained the Prince of Wales there. Furness' identical twin sister was
Gloria Morgan Vanderbilt, who was married to
Reginald Vanderbilt and had a daughter,
Gloria Vanderbilt. This makes her a maternal great-aunt of
CNN anchor
Anderson Cooper. ==Final years==