It is well known that Nelson was wearing a portrait of Lady Hamilton by Henry Bone 'next to his heart' when he was killed at Trafalgar. I read 'somewhere' that it had been bequeathed to him by Sir William Hamilton and that it was in the Wallace Collection in London. I duly went to see it, and although it's small, it is clearly too large to have been worn on the person.
http://www.wallacecollection.org/whatson/treasure/67Rina Prentice's 'The Authentic Nelson' clarifies matters. The pretty portrait miniature that Nelson carried with him, also by Henry Bone, and also bequeathed to Nelson, is in the Royal Naval Museum Portsmouth.
Simple really: my mis-informant didn't realise there were two bequests not one.
If anyone can find and post an online image of the RNM miniature, I'd be grateful. I've had no luck.