Lord Joseph Duveen, American head of the art firm that bore his name, planned in 1915 to send one of his experts to England to examine some ancient pottery. He booked passage on the Lusitania. Then the German Embassy issued a warning that the liner might be torpedoed. Duveen wanted to call off the trip. “I can’t take the risk of your being killed,” he said to his young employee.

“Don’t worry,” said the man, “I’m a strong swimmer, …