- As a devout Catholic, Rocky wouldn't divorce her husband Gary Cooper even after his romantic relationship with his leading lady Patricia Neal became serious. After Cooper's death, she married a second time, and was widowed again, so Neal wrote her a letter expressing sympathy. Rocky was so touched that she would regularly read the letter out loud to her friends. She and Neal became friendly as well.
- Father was Governor of the New York Stock Exchange
- California State Woman's Skeet Champion.
- Enjoyed golf, scuba diving, surfing, and tennis.
- Niece of art director Cedric Gibbons and Eliot Gibbons.
- Mother of Maria Cooper Janis.
- Mother-in-law of Byron Janis.
- She was reportedly cast in Nana (1934).
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