With no better plans or prospects, my roommate Eve had dragged me back to The Hotspot, a wishfully named nightclub in Greenwich Village that was four feet underground.

From a look around the club, you couldn’t tell that it was New Year’s Eve. There were no hats or streamers; no paper trumpets. At the back of the club, looming over a small empty dance floor, a jazz quartet was playing loved-me-and-left-me standards without a vocalist. The saxophonist, a mournful giant with skin as black as motor oil, had apparently lost his way in the labyrinth of one of his long, lonely solos. While the bass player, a coffee-and-cream mulatto with a small deferential mustache, was being careful not to hurry him. Boom, boom, boom, he went, at half the pace of a heartbeat.

The spare clientele were almost as downbeat as the band. No one was in their finery. There were a few couples here and there, but no romance. Anyone in love or money was around the corner at Café Society dancing to swing. In another twenty years all the world would be sitting in basement clubs like this one, listening to antisocial soloists explore their inner malaise; but on the last night of 1937, if you were watching a quartet it was because you couldn’t afford to see the whole ensemble, or because you had no good reason to ring in the new year.

We found it all very comforting.

We didn’t really understand what we were listening to, but we could tell that it had its advantages. It wasn’t going to raise our hopes or spoil them. It had a semblance of rhythm and a surfeit of sincerity; it was just enough of an excuse to get us out of our room and we treated it accordingly, both of us wearing comfortable flats and a simple black dress. Though under her little number, I noted that Eve was wearing the best of her stolen lingerie.

Eve Ross . . .

Eve was one of those surprising beauties from the American Midwest.

In New York it becomes so easy to assume that the city’s most alluring women have flown in from Paris or Milan. But they’re just a minority. A much larger covey hails from the stalwart states that begin with the letter I—like Iowa and Indiana and Illinois. Bred with just the right amount of fresh air, roughhousing, and ignorance, these primitive blondes set out from the cornfields looking like starlight with limbs. Every morning in early spring one of them skips off her porch with a sandwich wrapped in cellophane ready to flag down the first Greyhound headed to Manhattan—this city where all things beautiful are welcomed and measured and, if not immediately adopted, then at least tried on for size.

One of the great advantages that the midwestern girls had was that you couldn’t tell them apart. You can always tell a rich New York girl from a poor one. And you can tell a rich Boston girl from a poor one. After all, that’s what accents and manners are there for. But to the native New Yorker, the midwestern girls all looked and sounded the same. Sure, the girls from the various classes were raised in different houses and went to different schools, but they shared enough midwestern humility that the gradations of their wealth and privilege were obscure to us. Or maybe their differences (readily apparent in Des Moines) were just dwarfed by the scale of our socioeconomic strata—that thousand-layered glacial formation that spans from an ashcan on the Bowery to a penthouse in paradise. Either way, to us they all looked like hayseeds: unblemished, wide-eyed, and God-fearing, if not exactly free of sin.

Hailing from somewhere at the upper end of Indiana’s economic...