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- Margo. The 'T' is silent as in Harlow.
- When asked by Jean Harlow whether her name was pronounced "Margo" or "Margott"
- Mark my words: great quotations and the stories behind them by Nigel Rees (2002), p.63
- This exchange is also attributed to Margot Asquith, but Rees traces it to Grahame and concludes it was transferred to a more famous Margot when Margot Grahame's star waned. Apparently Grahame didn't intend a put-down and only realized later what she had said.
- Margot Grahame, the countess, was a pouty siren known as "the Aluminum Blonde" — Britain's answer to Jean Harlow.
- Lee Miller: a Life by Carolyn Burke (2005), p.115