We know what it is! It's Phacelia Tanacetifolia. For those of us who don't speak Latin, it's also called Bee's Friend, Lacy Phacelia, or Purple Tansy.
Native to western North America, it is an annual that self seeds easily (we knew that!). It is a rich source of nectar which explains all the bees we've seen around this plant and why it's called "Bee's Friend".
It's primary function in the garden, besides looking pretty, is to attract pollinators. It can also be used as green manure. Green manure crops improve soil conditions by preventing erosion, minimizing weeds, reducing soil compaction and fixing nitrogen from the air into the ground. In some places it is used as a wintering ground cover that is then turned under while still green. It decomposes within four weeks and enriches the soil prior to planting.
We stumbled across a picture in Carolyn Herriot's "The Zero-Mile Diet - A Year Round Guide to Growing Organic Food".
Thanks to Nana for sending us this book and helping us solve our mystery!