The Duchess (2008)
I recently re-watched this underrated classic depicting the mostly true story of legendary British socialite and great-great-great-great aunt of Princess Diana, Georgiana Cavendish, Duchess of Devonshire, and I have to say, it holds up just as well as Keira Knightley's outrageous hair in the film. Besides the wigs, there's fabulous fashion, piles of jewelry, a hot affair, a historical version of polyamory... the works.