Although no direct blood relationships between the Blacketts and the Cavendish family have been discovered there are a number of indirect connections through marriage, including several interesting ones.
The Blackett/Cavendish/Cavendish-Bentinck connections to several UK Prime Ministers are detailed in Blackett family connections to Prime Ministers of the United Kingdom (please see Prime Ministers 5, 13, 22, 41, 44 and 53). In the case of Lady Dorothy Evelyn Cavendish, who married Prime Minister Harold Macmillan, there are two further interesting close connections.
Firstly, in 1932 her younger brother, Charles Arthur Francis Cavendish married Adele Marie Austerlitz, sister of the dancer, singer and actor Fred Astaire (see Blacketts of stage and screen and his Wikipedia entry). Adele was for many years up to her marriage part of a double-act with her brother Fred.
And secondly, in 1944 Dorothy's nephew, William John Robert Cavendish married Kathleen Agnes Kennedy, sister of John Fitzgerald Kennedy, 35th President of the USA. (See Links to Presidents of the USA).
(We are grateful to Geoff Blackett for discovering the links to Fred Astaire and President Kennedy.)