In “Sophia” Ms. Anand tells her subject’s story with verve and on a broad canvas, an accomplishment because so few of the princess’s own writings remain. This book’s most vivid moments come from the diary Sophia kept on her visit in India and from interviews Ms. Anand conducted with the princess’s own goddaughter and the evacuees she sheltered during the World War II. Ms. Anand tries to fill in the spaces of her subject’s inner life, but Sophia’s ambivalence—about the British, about India, and maybe about her own family—was her most interesting but also most elusive trait.