Her mother once recounted a story of a 4-year-old Wilde eavesdropping one night on a conversation between diplomat Richard Holbrooke and singer Mick Jagger, until Jagger noticed her and shooed her to bed.
Njena sestra, Chloe Cockburn, je newyorška odvetnica za državljanske pravice; njena pokojna teta, Sarah Caudwell, je bila pisateljica, njen dedek, Claud Cockburn, pa je bil romanopisec in novinar.