Helena was born in Cincinnati, Ohio on 25 September 1878. She was the only child of Eugene Zimmerman and Marietta Zimmerman, who died of peritonitis in 1882 when Helena was just four years old. Her father had been born in Vicksburg, Mississippi, where his father owned a factory. During the Civil War, his factory burned down and he enlisted in the Union Navy, serving with distinction. After the war, her Eugene went into the oil business, acquiring extensive holdings which he sold to John D. Rockefeller in exchange for shares in Standard Oil where he became a substantial stockholder and gained seat on the company's board. He used his income to invest in railroads, becoming president of several lines, including the Cincinnati, Hamilton and Dayton Railway and the Ann Arbor Railroad, and incredibly wealthy. Her father sent her to France, where she lived for many years, was educated and became accomplished in horsemanship and fencing.
Lady Mary Alice Montagu, who married Fendall Littlepage Gregory of Cuernavaca in 1949.
Alexander Montagu, 10th Duke of Manchester, who married an Australian, Nell Vere Stead in 1927. After her death in 1966, he married the American Elizabeth Coleman Crocker in 1969.
Lord Edward Eugene Fernando Montagu, who married Norah Macfarlane Potter, a daughter of Albert Edward Potter, in 1929. They divorced in 1937 and he remarried to Dorothy Vera Peters in 1937. They divorced in 1947 and he married Martha Bowen the same year. After her death in 1951, he married Baroness Cora Kellie in 1952. His fifth marriage was to Roberta Herold Joughlin in 1953.
Lady Ellen Millicent Louise Montagu, who married Herman Martin Hofer, second son of John Jacob Hofer of Zurich, in 1936. They divorced in 1944 and she married Maj. John Norman Shairp, son of Col. Alexander Shairp, in 1945.
The Duke's family, long prominent in British society and politics had little wealth left despite a $1,000,000 trust left for him by his mother. This was compounded by the Duke's profligate gambling and spending on other women. In 1920, because of the Duke's gambling debts, they were forced to sell Kylemore Castle to Benedictine nuns who established a monastery on the grounds. Helena's father gave her a fixed allowance, and was careful to set up his will so the Duke received nothing. Her father died in Cincinnati in December 1914 leaving an estate valued at $10,000,000 in trust. By 1918, sixty-six petitions of bankruptcy had been filed against the Duke in the English courts. After rumors in 1908, and separation proceedings in 1915, 1921, and 1925, they were eventually divorced in December 1931 after the Duke absconded to Cuba in November to apply for a divorce there. Her remarried almost immediately to another American, the former actress Kathleen Dawes of Connecticut. The Duke died in Seaford, Sussex in February 1947.