Robert Browning's "My Last Duchess" is spoken from the perspective of a widowed duke to a servant of the Count whose daughter he now wishes to marry. For this reason, the last word of the three-word title is the easiest to address: his new wife, perhaps the Count's daughter, will become a duchess by marrying him. This sounds pretty positive!
The word "Last," however, sounds a great deal less positive. To say his "last" duchess indicates that there used to be another duchess, a previous duchess, and so one inevitably wonders what happened to that duchess. Where did she go? Did she die? If so, how? Such an adjective should raise some questions on the part of the reader, and it is appropriate that it does because the question of what happened to the duke's last duchess is only obliquely addressed by the poem. When he grew frustrated with the way she smiled for everyone and didn't favor him and him alone, he says that he "gave commands; / Then all smiles stopped together" (lines 43-44). It sounds very much like he had her murdered because she didn't make him feel special enough.
Finally, the first word of the title -- "My" -- is perhaps the most alarming and telling. The duke seems to look upon the painting of his last duchess as though she were an object for him to possess, and when he could not possess her entirely while alive, he had her killed so that he could own what was left of her: this painting. The fact that only he is allowed to open the curtain that typically hides her portrait emphasizes how much he desires to own her smile, to possess her solely and share her smiles with no one else (unless he chooses to do so, as he has done in this case). He even refers to the Count's daughter as his "object," a fitting choice of words since that seems to be the way he views his last wife: as an object who should not have had a will of her own because it prevented his total ownership and control of her. This will to possess is further symbolized by how much he admires his statue of Neptune taming a seahorse in the last few lines; he, too, sought to tame something beautiful and free, and when he found that he could not, he disposed of her -- as one would a displeasing object one owns -- so that he could acquire another.
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