When Audrey Munson was born—on June 8, 1891, to Katherine and Edgar Munson, in Rochester, New York—her life was expected to take the typical course of the life of a woman born in a rural area at that time. She was to grow up with strong morals, in a righteous family, receiving a cursory amount of education. When the time was right, she was to marry an eligible man and become the head of her own household, leading a simple life focused on the upkeep of family, hearth, and home. America was taking shape on the backs of women who followed these ideals.

But there was another option, perhaps best embodied in Theodore Dreiser’s 1900 novel Sister Carrie, in which Dreiser’s heroine lives a life of moral ambiguity as a rural woman who makes her way to the city, where she becomes a mistress and an actress. Like Carrie, Audrey was destined for a fate crueler and stranger than that prescribed for a woman of her era.

Audrey would later recount a legend that foretold her heartrending future. As a teenager attracted to the arts, she had spent her summers performing at the Rocky Point Amusement Park, in Rhode Island. It was perhaps there that she met a “gypsy” who told her, “When you think happiness is yours; its dead sea fruit shall turn to ashes in your mouth.” She further proclaimed that by her beauty Audrey would rise to the world’s heights, and that by her beauty she would be cast down.

The tale of the gypsy’s curse surfaced throughout Audrey’s life. She referred to it in interviews, where she was billed as “the exposition girl,” the artist’s model for the Panama-Pacific International Exposition, and, later, in tragic cover stories for Movie Weekly, when her career was on the wane. Perhaps it was a story she believed in, a fated tale that explained how a girl from nowhere had become the it-girl of the 1910s, “the Queen of the Artists’ Studios,” “Miss Manhattan,” “the most perfectly formed woman in the world,” a teenage model who found immortal success as the body that served as inspiration for the best artists and sculptors of the beaux arts era, who created work that catches one’s eye in New York City to this day.

It was a time of allegory, and New York City was constructing the buildings and sculptures that, by dint of their names and their representations of the naked female form, defined the ideals that the great metropolis was built upon: virtue, purity, plenty, civic fame. Eventually the city’s heights were crowned by Audrey’s face and body, cast in gilded copper, but by the time her...