He returned a hero - the man who had driven Napoleon's French troops from the Iberian Peninsula in a series of fierce encounters at Badajoz, Salamanca and Vitoria. The Prince Regent conferred a Dukedom on him; crowds gathered to greet him at Dover - as they did all along the route to London. Lady Jersey and her committee appear to have been less impressed. As Wellington's latest biographer, Christopher Hibbert, records (Wellington: A Personal History), when the Duke tried to gain admission to the Assembly Rooms, he was turned away "because he was wearing trousers instead of the knee breeches and white cravats required by the seven ladies of high rank who ruled the establishment with draconian authority".

According to Gronow (The Reminiscences and Recollections of Captain Gronow), 'The Duke, who had a great respect for orders and regulations, quietly walked away'. Wellington, added Gronow, was not the only one to suffer such ignominy. "Very often persons whose rank and fortunes entitled them to entree anywhere else were excluded by the cliquism of the lady patronesses, for the female government of Almack's was a pure despotism and subject to all the caprices of despotic rule. It is needless to add that, like every other despotism, it was not innocent of abuses."

Venetia Murray, in High Society, explains that the patronesses of Almack's would blackball anyone they "considered would lower the tone of the club....they were known to have blackballed Lord March and a Mr Boothby, 'to their great astonishment'. These formidable dragons were ruthless, arbitrary and despotic."

Those who found favour were required to pay a membership fee of ten guineas, in return for which they were admitted to the club premises in King Street, dominated by a cavernous ballroom, one hundred feet long and forty feet wide, "decorated with gilt columns, classic medallions and enormous mirrors", which, by the time of the Regency, was lit by gas "in elaborate cut-glass lustres". The Committee organised a ball and supper once a week, from the beginning of March until early June. In 1814, in rare acknowledgement of the world beyond Almack's, the patronesses agreed to the introduction of an immensely popular but shamelessly intimate dance, the waltz. Once embraced by Almack's, the waltz became a society addiction: "In course of time, Lord Palmerston might have been seen describing an infinite number of circles with Princess Lieven... Baron de Neumann was frequently seen perpetually turning with the Princess Esterhazy".

The Assembly Rooms danced on, for decades. Eventually, though, as the patronesses slipped into their dotage, so, too, did their "despotism", and, with it, the Rooms' pre-eminence. In 1863, ninety eight years after opening, the club closed its doors for the final time. Sarah, Countess of Jersey, died four years later, in 1867, at the age of 81.