A daughter seeking her father's attention faces steep competition when he's also the leader of the free world. Teddy Roosevelt's daughter Alice smoked on the White House roof, buried a voodoo doll of the incoming First Lady under the White House lawn, jumped fully clothed into a cruise-ship pool and persuaded a Congressman to follow. "I can either run the country or I can control Alice," Roosevelt once said. "I cannot possibly do both."
Alice was considered the first female celebrity of the 20th century, but her ordeal occurred well before 24-hour news and carnivores with cameras. Chelsea Clinton's did...