Diane Lane whips out her copy of the same Slim Keith book I’ve loved for years: “Slim: Memories of a Rich and Imperfect Life.” It details her love affair and marriage to Hollywood auteur Howard Hawks, how she befriended Ernest Hemingway when Hawks was wrangling the rights to “To Have and Have Not,” and her discovery of Harper’s Bazaar covergirl Lauren Bacall to play “Slim” in the movie, a character based on Keith.

An entire chapter is devoted to her deep and loving friendship, during and after her marriage to uber-agent Leland Hayward, with gay novelist Truman Capote, who eventually betrayed her with his infamous Esquire article, “La Cote Basque 1965.” At that moment, as dramatized in the FX series “Feud: Capote vs. The Swans,” Keith (Lane) and her best pal, New York socialite Barbara “Babe” Paley (Naomi Watts), angrily turned their backs on Capote (Tom Hollander), who had...