Combine neck bones, onion, celery, 3 1/2 quarts water, salt, and pepper in a large Dutch oven. Bring to a boil. Reduce heat; cook, uncovered, 4 1/2 hours. Remove from heat; strain broth through several layers of damp cheesecloth, discarding bones and vegetables. Chill broth overnight. Remove and discard fat. Set broth aside.
Place turnips and remaining water in a large saucepan; bring to a boil. Cook 25 minutes or until tender; drain. Process turnips through a food mill or sieve, reserving liquid from turnips; discard pulp.
Combine turnip liquid and lamb broth in Dutch oven; bring to a boil. Reduce heat; simmer, uncovered, 10 minutes. Gradually stir in whipping cream; heat thoroughly. Serve immediately in individual soup bowls.
Oxmoor House Homestyle Recipes