From the establishment of her world-class collection of art, put together for a surprisingly small initial investment, to her rescue of works, and artists, from the Nazis during World War II, to her famed love life, Peggy Guggenheim was one of the key figures of 20th-century contemporary art. The latest from Lisa Immordino Vreeland (DIANE VREELAND: THE EYE HAS TO TRAVEL) provides a Who’s Who of art, from Duchamp, Cocteau, Beckett and Rothko to Gagosian and Abramovic.