My Swedish grandmother, Sigbrit, used to tell us that when she was a young girl she fell in love and almost ran away with the circus. Almost. She didn’t, of course. She grew up, got married and had two sons, one of whom became my father. Sigbrit had an adventurous life in other ways, filled with travel, but by the time I got to know her she was a formidable seventy-year-old in beige skirts and pearls and sensible shoes; it was hard to imagine her being tempted by the circus, even briefly. Whenever she told the story she would invite us to laugh at her silly younger self, but there was always an undercurrent of something else in the way she spoke, a wistfulness, a note of real regret.

I remember only a few scraps. I was young at the time; I wasn’t paying much attention. There was a woman who rode a horse in one of the touring circus companies that visited Gothenburg, the city where my grandmother was born. In the days before the First World War, equestrian performers were like the movie stars of today, glamorous and highly paid. As soon as she set eyes on this glorious person, my twelve-year-old grandmother was smitten. She obtained several photographs of the rider and her horse. They began exchanging letters and Sigbrit begged to be allowed to become her apprentice.

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These days I don’t think too many people talk of ‘running away’ to join the circus in real life, but the phrase is so familiar, so embedded in literature that it must have been a real truth once. One of my mother’s ballet dancer friends did join the circus in the 1960s. She fell in love with a Spanish contortionist and spent the rest of her working life folding herself into a ball so that he could carry her into the ring in a sack, from which she would then unfold herself, one graceful limb at a time. Almost a hundred years before this, Bertha Lindberg, a Swedish actress, left her respectable well-to-do family in the 1880s to marry the Belgian equestrian Baptiste Schreiber; their daughter Baptista grew up to become a famous rider and ran her own circus in the 1930s. And the filmmaker Ingmar Bergman – who was born around the same time as my grandmother – once told a school friend that his mother and father had sold him to Schumann’s circus in Malmö, a secret longing perhaps. His parents were furious when they heard.

In the early years of the twentieth century, the lives of upper-middle-class children like Bergman and my grandmother were tightly regimented and controlled. They were brought up strictly, trained to be tidy, obedient, polite, correct. What a glorious release it must have been to step into a world of tricks and lights and magic for an hour or so, to gawp and gaze and perhaps to bend, even just a little.

The circus artistes had glamorous sounding foreign names. There was the acrobat Massimiliano Tuzzi, slackline walkers Elvira Madigan and Miss Mignon, the tumbling Brothers Jakowlews, names that conjured up other cultures and other ways of life. At the very least, the audience would know that the company had come from a neighbouring town, but they might just as well have been touring in Denmark or Germany, Russia or even Mexico. The spice of the unknown world clung to the canvas.

Elvira Madigan was a name I was familiar with as a child. My parents had been to see a film about her and for a time they mentioned it often. The film was set in the Swedish countryside in summer, which made my father nostalgic for the birch trees and flower meadows of his childhood. He would hum the theme tune as he shaved in the mornings before work. When I first began to dig for clues about Sigbrit’s circus story, I wondered whether it might have been about Elvira, but a quick glance at the dates ruled that out: Sigbrit was born in 1902, long after Elvira died.

Elvira was the daughter of a Norwegian-Finnish mother and a Danish father, both circus performers. When Elvira was a teenager, her mother joined forces with the Irish American John Madigan, a voltige artist whose most famous trick was to perform a double somersault on the backs of two galloping horses. In 1887, when their company Cirkus Madigan was performing in Kristianstad, a town in southern Sweden, a cavalry officer by the name of Sixten Sparre came to see every single performance and introduced himself to the family. Some months later he caught up with them in another country town and again he inveigled himself into their company after one of the shows. This time he managed to pass a note to Elvira; from then on the two of them were corresponding daily without Elvira’s parents’ knowledge.

Sparre came from an aristocratic family and he bombarded the twenty-two- year old with stories of the lovely home he would give her if she married him: the bathroom would be green, the sitting room blue, the bedroom red. The truth was that he was already married with two young children, had squandered his inheritance and was deeply in debt.

The film my parents went to see in 1967 was a deeply romanticised version of what happened next. Sparre persuaded Elvira to run away with him. Her mother went in pursuit, but bad weather delayed her boat crossing and she lost them. The couple went to Stockholm first, then moved from town to town until they ended up on the Danish island of Fyn, where they stayed in a hotel for two weeks until the hotel proprietor refused to allow them any more credit. Elvira had already sold all her jewelry, so Sparre wrote to his family asking for a loan. When that was refused, Sparre and Elvira went out into a nearby forest. He shot Elvira first, then himself.

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It’s the summer of 1914, and outside the Lorensberg circus building in Gothenburg crowds of children gather for the matinee performance. There are gangs of little boys in caps and knickerbockers, boys in sailor suits, girls with plaits and frilly pinafore dresses. A policeman in a pickle-hat and a long coat stands to one side, keeping an eye on everything, truncheon hanging at his belt. He nods to Mr and Mrs Wendel as they go in with Sigbrit and Louise.

Inside the air is laden with a thrilling mix of dust, perfume, and animal scents. Specks of sawdust turn like flecks of gold in the lights. The band sits high up on a platform at the back of the ring. On the edge of their seats, Sigbrit and Louise gape in wonder at the jugglers, acrobats, clowns. Then the musicians strike up a rousing march which ends in a drumroll as the ringmaster enters the ring, a commanding figure in a black tailcoat brandishing a riding crop. His real name is Henning Gustafsson, but no one remembers that anymore. Many years ago he ran away from home to join a troupe of acrobats and frankly his father was relieved to have one less mouth to feed. He took the name Orlando when he joined Cirkus Madigan as an apprentice at the age of fourteen, and when he took over the management of the whole company in 1902, he changed its name to Cirkus Orlando.

‘Ladies and gentlemen,’ he calls out. ‘Ladies and gentlemen!’

The band drops its volume to a murmur and there’s a hush in the crowd. He tells the audience that they are about to see one of the most skilful and talented dressage riders in the western world, a rider who has performed incredible feats of artistry before royalty of many countries, who is herself a princess of the ring. My young grandmother sits up straighter in her seat. She loves to ride. From the darkness at the back of the ring, riding side-saddle on a chocolate-brown Arabian thoroughbred with a splash of white on his nose, comes the most beautiful person she has ever seen.

‘Miss Othelia Orlando!’

The girl on the horse has pale brown hair and almond eyes and teeth as even as a string of beads. She wears a long white dress with a tight bodice and a corsage of white flowers. Her white gloves go all the way to her elbows with rows of mother-of- pearl buttons running up on the inside of the wrist. A small white hat piled with feathers is perched at an angle on her head. She makes a slow circuit of the ring so that everyone can see her. She rides so close to the edge that you can hear her skirt swishing against the wooden surround. She brings her horse back to the centre of the ring and makes him execute a tight circle, prancing with tiny, high steps. He rises up on his hind legs and takes five steps forwards as she leans in, close to his mane. Then he kneels down on his forelegs, and Othelia raises her whip hand high in the air and leans back so that she stays perfectly aligned. Swaying and tilting, they move like a single, mythical creature: Othelia and her horse.

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After the performance, Sigbrit must have begged to be allowed to go and speak to Othelia because there are several photographs of her posing with her horse in my grandmother’s old photograph albums. Othelia probably signed Sigbrit’s programme and told her all the places the circus had visited and where they were going next. Perhaps she even told them something of her story?

Her parents met while they were performing with Circus Madigan. Her mother, whose stage name was Miss Mignon, had been a particular friend of Elvira’s. Three years after Elvira’s death, and just one hour after performing her dance on the slackline, Miss Mignon gave birth to Othelia (whose real name is Thea). The little girl was placed with a foster mother in Borås until she was four, at which point her mother took her back and moved to Germany with a new partner. Thea knew nothing of her father until he turned up ten years later to reclaim her for his circus. Her mother told him fourteen was too young and he should come back in two years, which he did. And here she was, transformed into Othelia Orlando and able to speak Swedish, which she knew not a single word of when she first arrived.

Perhaps she told them some of this. Perhaps not.

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In Sigbrit’s red-leather photograph album with its brass clasp, there’s a tiny studio picture of Othelia in an ostrich feather hat dated 1915. Sigbrit keeps all her special people in this book: Mamma in profile, showing off her charming nose; Pappa with baby Ivar on his knee; Pappa’s distinguished grandparents; all her six brothers and sisters; cousin Birger looking noble and distant in his military uniform; all her school friends: Louise, Mary, Ulla, Anna, Brita H and darling Brita B with her flashing, gypsy eyes. But the image she treasures most is Othelia’s.

At home life is volatile. They live in a big house with five servants, but there never seems to be enough money, and Pappa has a mistress he won’t give up, which drives Mamma wild, especially since the woman used to be a good friend of hers. Mamma takes every opportunity to point out Pappa’s failings. Pappa insists that there must be fresh flowers on the table at diner every night so that he doesn’t have to look at his wife.

On really sad days, when the air is thick with muffled curses and slammed doors, Sigbrit gets out her red-leather album. Looking at Othelia is like looking into a mirror or a candle flame. Sigbrit remembers her voice, the touch of her hand, the graceful way she moves. Sometimes she thinks about running away to find her. She has some birthday money left. But then she remembers Othelia saying: ‘You need to be older. I was sixteen, remember?’ Only another three years to wait and then she can become just like Othelia, cantering around the ring in a lovely dress with everyone gazing at her in awe. Othelia is friendly in her replies: Sigbrit must be sure to keep practising her riding whenever she can. They will see each other next time the circus comes to Gothenburg.

Then, without warning, the letters stop.

Sigbrit writes again and again to the forwarding address that Othelia has given her, but nothing comes back. When you’re dealing with an absence— a silence, a lack — it takes longer to understand. It’s harder to get up in the mornings. Days stretch ahead of her like granite.

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When the director Bo Widerberg made his film Elvira Madigan in the 1960s, Sweden was in the throes of profound social and economic reform. Widerberg saw the story of Elvira and Sixten as a case of true love destroyed by class divisions and social snobbery and this is the story he told in his film, which is perhaps why it made such an impression on my parents. Although they faced no opposition, my father came from an upper-class Scandinavian family while my mother left school at sixteen to run her own dance studio and to be a dancer herself, which in the eyes of his family was probably not all that far from being in the circus. But a public letter written by Elvira’s mother at the time of the murder and published in the Danish newspaper Politiken tells a very different story, one that has nothing to do with romance.

Elvira was timid and bookish, her mother said, afraid of everything, ‘ghosts and real people,’ always coming to her mother’s room for comfort at night. Afterwards, they discovered that she had tried to break off the relationship with Sparre three times and each time he threatened suicide until she relented. He had sworn Elvira to silence and the pressure of keeping this secret drove her half mad. She suffered hallucinations, the most tragic being when she thought her half-brother and half-sister had come to carry her up into the clouds but she couldn’t follow and was left ‘bumping her head against heaven’, till she sank back to earth again. This letter strips away all the romance. Elvira Madigan’s is a story of an obsessional and manipulative man taking the life of a woman he can’t be with so that ‘no one else can have her’.

Sigbrit’s obsession was lighter, though no less intense. It was the passionate, almost religious, devotion of early adolescence that burns fiercely but without heat: a narcissistic mirror love, an all-consuming longing that lifts you out of the drabness of the everyday, focused on becoming rather than possessing. She remembered it to the end of her life.

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In the years that follow, Othelia Orlando tours the world with her father’s circus. She almost becomes a movie star: the silent film director Mauritz Stiller spots her and offers her the lead role in one of his films, but Henning Orlando is furious and chases him off, so instead Stiller casts a woman called Greta Gustafsson who will one day change her name to Garbo.

But Othelia has the life she has: London, Paris, Brussels, Madrid, Amsterdam, Lisbon, Berlin, Hamburg. The highlight of her career is performing at the Hippodrome Theatre in New York. After many years, she and her father retire to a farm near Malmö, just across the sound from Copenhagen where Sigbrit is living by then. Othelia rescues chickens and keeps a dog, a miniature horse and a tiger called Sonja. She never marries. She lives to the age of 97, still with that wonderfully upright carriage, those almond eyes, that pearly smile.

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When Sigbrit and her older sister Margit clear out their mother’s papers after their parents’ death in 1949, they find a packet of letters that Othelia wrote to Sigbrit all those years ago, letters that their mother intercepted and hid from her.

Margit purses her lips. ‘Typical Mamma,’ meaning willful, high-handed, no regard for other people’s feelings or the importance of truth.

‘No, no, she did the right thing! Can you imagine if I’d run away with the circus?’ Sigbrit is laughing.

But she hasn’t forgotten the way Othelia and her horse moved as a single creature. She will talk about her for years into the future, remembering the girl she once was, those longings, that inexplicable grief.