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I just finished reading Anna of All the Russias: A Life of Anna Akhmatova by Elaine Feinstein. I've read many sad biographies (most recently Klemperer's diaries), but I think this is the saddest biography I have read in a long time. After Akhmatova lived through the Russian Revolution, many deaths (during the siege of St. Petersburg, or friends who were murdered outright by the NKDV/KGB, or those who died in the gulag), her son was again imprisoned and her work was again banned after World War II. It was so overwhelming, I couldn't read another word. I almost couldn't finish it at all.
While she certainly had her foibles, Akhmatova was extraordinary as a person and a poet. I cannot recommend Feinstein's life or her, and Feinstein's translations of her poetry, more highly.