This is one of MM's favorite shots of Marie Jose of Italy accessorizing a super stylish dress with a gas mask. It was in the 30s and Italy was doing all sorts of nasty things like invading Albania and Ethiopia. That Mussolini was pretty skunky.
One of my favorite Mussolin stories (which has nothing to do with MJ) happened when his granddaughter was running for parliament in Italy and she couldn't understand all the bad press she got. "It's not like I'm Hitler's granddaughter!" she said.