On my way to the studio there was an air-raid. I ran into the brick shelter in the middle of the road. There were poor little Leonard and Agnes sitting on their suitcases, having lost their all. Luckily Leonard had been wearing his best trousers at the time. Madame Arcana was there too wearing a gold brocade toque and a blanket. It was bloody cold and I wanted to pee badly, but couldn't. Leonard wouldn't give me his seat as he believes in the equality of the sexes, so I sat on the floor...' August 1939. As a teenage Catholic virgin, Joan Wyndham spent her days trying to remain pure and unsullied and her nights trying to stay alive. Huddled in the air-raid shelter, she wrote secretly and obsessively about the strange yet exhilarating times she was living through, sure that this was ' the happiest time of my life'.