"Whether to call myself Winifred Hudnut or Natacha Rambova or Mrs. Rodolph Valentino, I don't know. Natacha Rambova seems to belong most to me, the individual I think I am, but of course, I wasn't born that way. When I went into the Russian Ballet, though, I had to have a Russian name. That was just after my course at art school in Paris and I was seventeen, and I have been using that name ever since. I speak Russian and all that is Russian appeals to me and moreover that is what Rudy calls me."

“With butlers and super-butlers, maids and the rest, what work is there for a housewife? I won't be a parasite. I won't sit home and twiddle my fingers, waiting for a husband who goes on the lot at 5:00 a.m. and gets home at midnight and receives mail from girls in Oshkosh and Kalamazoo.”

“A sensitive personality is like a great organ. Press the keys of discord and harshness comes forth. Play the keys of beauty and melody delight are given.”

“Fame is like a giant X-Ray. Once you are exposed beneath it, the very beatings of your heart are shown to a gaping world.”

“He knew what I was when I married him. I have been working since I was seventeen. Homes and babies are all very nice, but you can't have them and a career as well. I intended, and intend, to have a career and Valentino knew it. If he wants a housewife, he'll have to look again.”

“I'll confess it is rather fun being courted by your own husband.”

“I shall always love the Mexican people for what the happiness they gave us that day. There was nothing that was too much for them to do.”