[2] Born in Colorado City, Texas, and raised on her father's sheep ranch near Hope, New Mexico, in the last days of the New Mexico Territory and the early days of statehood, Mary Whelan Prue reportedly fired a shotgun at Pancho Villa as he raided the ranch, but missed him.
She left school in her early teens and with her elder sister, Edwina, settled in New York City, where they worked as fashion models.
During World War II, Mary Warburg worked with the Office of the Coordinator of Inter-American Affairs and attended the founding conference of the United Nations in San Francisco in 1945.
[3] Mary Warburg supported many charitable organizations, including the Henry Street Settlement, the United Negro College Fund, the Institute of International Education; the Association for Homemaker Service (a social welfare agency) and the Hole in the Wall Gang Camps, a network of camps for seriously ill children founded by Paul Newman.
Her elder sister, with whom she had decamped to New York so many years earlier, Edwina (the widow of Baron Leo d'Erlanger), died in 1994.