The Last Duchess of Winnipeg is revealed in The Beatrice Letters to be a member of V.F.D. whose initial is R. Her real name may be Ramona, although this could be false information. She is referred to by her initial many times throughout The Beatrice Letters and Lemony Snicket: The Unauthorized Autobiography. She is identified as an associate of Lemony Snicket and lived in a castle in Winnipeg, which was later burned down. After hearing a bookcase collapse from her bed, R managed to seemingly survive the fire. Some photographs that Lemony was reminiscing over at the time of the fire, later ended up in Winnipeg's possession and were later sent back to Lemony Snicket along with a letter, seemingly from R herself; however a note on the subsequent page reveals that Lemony cannot be sure that this is the real R who is writing to him. As such, her fate is currently unknown.
- R appears to have a relative named Winnipeg (Real Name Unknown) who is a Snow Scout. This is based on the list of fortunes Esmé Squalor stated that they will steal once they burned all the Snow Scouts homes.
- In The Grim Grotto, the example for Verse Fluctuation Declaration has "My Last Wife" by Obert Browning instead of "My Last Duchess" by Robert Browning. The message reads: "Duchess R."
- Lemony Snicket: The Unauthorized Autobiography (Mentioned only)
- The Beatrice Letters (Mentioned only)
- Why Is This Night Different from All Other Nights? (Mentioned only)
- The Puzzling Puzzles (Wrote introduction for 2nd U.S. edition)