"Keep on Dancing" is more than the title of Sarah Churchill's autobiography. It is also the simple advice she has followed during her tumultuous life. From her days in the theater to her three marriages and occasional scrapes with the law, her reminiscences are never dull.

Now 67, Churchill, who has been "written up, written down, and always written about," has decided to set the record straight. Unfortunately, historians hoping to glean fresh details about the private life of the Winston Churchills will be sorely disappointed. Sarah Churchill writes as she has lived her life -- with great vigor but without ever pausing to explain or justify her actions.

She was born on Oct. 7, 1914, the third child of Winston and Clementine Churchill. Her father, then first lord of the Admiralty, was not present. He was in Belgium trying to ward off an impending military disaster. After surviving a serious bout with tuberculosis, Sarah was sent to boarding and finishing schools. But she loathed the inevitable debutante scene and persuaded her reluctant parents to let her take dancing lessons.

The next step the rebellious Churchill decided upon was to go on stage. Ultimately, her father capitulated. In a letter, he wrote, "I have found her so seriously bent upon it that I make no objections to her pursuing it as a career at this period in her life." Winston was soon to regret his consent, for during Sarah's first role, as a chorus girl, she fell in love with the show's star.

Vic Oliver was 18 years her senior, and the Churchills did everything in their power to end the relationship -- even sending older brother Randolph after her when she sailed to Oliver in America. The publicity surrounding the incident caused the family much embarrassment, but it did not deter the stubborn girl from marrying Oliver on Christmas Eve of 1936 in New York.

Sarah returned to England and toured on stage with her husband, but when World War II broke out she went to her father. "I think the only time I asked my father to exert his influence on my behalf," she recalls, "was ironically to get me out of the theater. I informed him that my marriage had now reached the breaking point . . . I had decided to join the Services and asked him to arrange it as soon as possible." Within 48 hours she was in the Women's Auxiliary Air Force. (Her choice of service, she flippantly points out, was influenced by the color of the uniform.)

Another role she played during the war was that of family historian. The Churchills had decided that one member should always accompany Winston abroad, and Sarah traveled with him to summit meetings in Tehran and Yalta. She quotes extensively from her correspondence to Clementine, and although her observations are seldom pertinent, several are quite refreshing.

In one letter she tells of a toast her father made in Tehran. When he remarked, "England is getting pinker," ally Joseph Stalin interjected, "It is a sign of good health." Of her father's relationship with Franklin Roosevelt: "I have noticed a curiously touching thing about the President when he is with Papa. He forgets he cannot walk. Once after lunch, Papa sprang from the table . . . and the President very nearly got up too . . . It's this feeling that Papa gives to everyone -- this quality which he takes with him everywhere."

After the war Sarah resumed her acting career, enjoying a respectable reputation in the theater. She toured England and the United States, starring in such popular plays as "Peter Pan," "The Philadelphia Story," and "The King and I." Her film career consisted of only a few small roles in minor films, but a childhood dream did come true when she danced, albeit briefly, with Fred Astaire in "Royal Wedding."

Nevertheless, her private life continued to cause more commotion than her professional one. In 1949 her photograph made the cover of Life magazine, and later that year she married the photographer Antony Beauchamp. Unfortunately, her cables hadn't arrived by the time her family read the announcement of the marriage in the newspaper. Several years later Churchill made the headlines again when she was arrested for disturbing the peace in Malibu, Calif.

Churchill, characteristically, makes light of her adversity. She writes that her father "had every newspaper cutting spread on the floor, and like a chubby teddy bear, was on his hands and knees, placing in order various factors of the case. When Diana her sister came into the room, he said, 'She could win this case!' "

But Mary Churchill Soames, in her loving biography of their mother, writes that "Clementine was made wretched by the blazing publicity . . . Winston minded very much and grieved for Sarah . . . But, of course, there were no shut doors."

Two suicides -- Antony Beauchamp's and Diana's -- were later to bring tragedy to Churchill's life, but she passionately poured herself into her career. In her 50s, she found a deep happiness in her marriage to Lord Henry Audley, but it ended abruptly with his death.

Today Churchill lives quietly in London. She paints and has published two books of poetry. In the foreword she advises her readers that her life is "simply the story of a woman who happened to be the daughter of one of the 'greats' of history . . . We Churchills seem to be complicated individuals to the outside world, but there remains a directness and simplicity in our lives." "Keep on Dancing" is direct, but its flaw is that it is too simple and fails to capture the remarkable times through which Sarah Churchill danced.