The Duke of Connaught's immediate family:

Princess Luise Margaret, Duchess of Connaught (formerly a Princess of Prussia), 25 July 1860 to 14 July 1917. Age 56. She was the daughter of Prince Friedrich Karl of Prussia and Princess Maria Anna of Anhalt. She died at Clarence House, London.

Princess Margaret, Crown Princess of Sweden (known as "Daisy" within the family.) 15 Jan 1882 - 01 May 1920. Age 38. She married Gustav, Crown Prince of Sweden (later King Gustav VI Adolf of Sweden). The couple had 5 children, most notably, Princess Ingrid who became Queen of Denmark as the consort of King Frederick IX. Three years after Princess Margaret died in 1920, Gustav went on to marry Lady Louise Mountbatten, the sister of Lord Louis Mountbatten and aunt of Queen Elizabeth II's husband, Prince Philip, Duke of Edinburgh.

Prince Arthur. Married Princess Alexandra of Fife (Duchess of Fife in her own right). 13 Jan 1883 - 12 Sept 1938. Age 55. He served as Governor General of the Union of South Africa from the fall of 1920 to the fall of 1923. Princess Arthur of Connaught (Duchess of Fife) was the daughter of Princess Louise, a daughter of King Edward VII and thereby a niece of his brother the Duke of Connaught and thus making the couple 1st cousins once removed. The couple had one son, Prince Alastair (2nd Duke of Connaught) who while serving the Earl of Athlone (who was then serving as Governor General of Canada) died at Rideau Hall in Ottawa, ON, Canada in 1943, age 28 without issue.

Princess Patricia (upon her marriage she was known as Lady Patricia Ramsay at her request). 17 Mar 1886 - 12 Jan 1974. Age 87. She married a commoner, Captain The Hon. Alexander Ramsay (later Admiral Ramsay). The couple had one son, Alexander Ramsay of Mar who married Flora Fraser, 21st Lady Saltoun and had issue. The Canadian infantry regiment, the Princess Patricia's Canadian Light Infantry was named in her honour.

Postcard below - taken at the Duke's home, Bagshot Park in August 1935.

Back row: (l to r) Alexandra, Duchess of Fife (Princess Arthur of Connaught), Alastair Earl of MacDuff, Prince Arthur of Connaught

Middle row: (l to r) two unidentied men, Leonie Leslie, unidentified men

Seated: (l to r) Crown Prince Frederick of Denmark, Lady Patricia Ramsay (Princess Patricia of Connaught), Princess Helena Victoria, Crown Princess Ingrid of Denmark, the Duke of Connaught (in chair), unidentified  man seated on ground.

A Souvenir postcard for the wedding of the Duke of Connaught's son Prince Arthur of Connaught to the Duchess of Fife. 

A postcard of the Duchess of Connaught with her daughters Princess Margaret and Princess Patricia dressed for the Coronation in 1902.