She was the youngest of four daughters and one son of Charles Vane-Tempest-Stewart, 7th Marquess of Londonderry and Edith Helen Vane-Tempest Stewart.

He had an interest in aviation, donating fifty acres for the establishment of an aerodrome and flying school at Newtownards in 1933, hoping it would become Northern Ireland's main public airport.

In recalling the meeting, she stated that neither impressed her, describing Hitler as a nondescript fellow and Himmler as looking like a floorwalker in Harrods shop.

In later life Bury defended her father's actions by claiming he was attempting to avoid another world war.

Bury served as a Justice of the Peace in County Down, but was a stanch opponent of the Good Friday Agreement.

With her horse Fighting Charlie, she won the Gold Cup at Ascot twice, and with Northern Gleam the Irish Thousand Guineas once.

At the Royal Ulster Agricultural Society's show at Balmoral, Belfast, Bury regularly exhibited yearlings and colts.

She searched for rarities, collecting letters and envelopes connected to scandals or notorious events of the 19th century.

She is buried in the family burial ground in the garden at Mount Stewart, Tír na nÓg.