She is Find A Grave #153380700.
From The Farmer, Bridgeport, Connecticut, November 15, 1909: Nancy Barnum Leigh, great-granddaughter of the late P. T. Barnum, and daughter of William B. and Frances B. Leigh, died suddenly at New Canaan Saturday, aged about 22 [sic, 20] years. Miss Leigh had been in failing health for several months. Returning to New York from this city her parents decided upon still another change, and securing a country place in New Canaan they removed there a few weeks ago. Until last Friday it was believed that the change was proving highly beneficial. Then she was stricken with a sinking spell. Several physicians were summoned, but their efforts proved unavailing, and on Saturday she passed away, death being due to heart trouble. Miss Leigh was an only daughter and an only grand-daughter of Mrs. Caroline C. Thompson, the daughter of the late P. T. Barnum. The family is well known in Bridgeport where it usually spends its summers. Until a few weeks ago the Leighs resided at 510 Park Place.