Fanny by Gaslight (1944)

Directed by Anthony Asquith

Returning to 1870s London after finishing at boarding school, Fanny winesses the death of her father in a fight with Lord Manderstoke. She then finds that her family has for many years been running a bordello next door to their home. When her mother dies shortly after, she next discovers that her real father is in fact a well-respected politician. Meeting him and then falling in love with his young advisor Harry Somerford leads to a life of ups and downs and conflict between the classes. Periodically the scoundrel of a Lord crosses her path, always to tragic effect.