Born in Eugene, Oregon, Applegate attended Amherst College as an undergraduate, where she began a two-decade fascination with famous alumnus Henry Ward Beecher, a 19th-century abolitionist minister who was later the subject of a widely publicized sex scandal.

She made Beecher the subject of her dissertation in American Studies at Yale, where she received a Ph.D. After several more years of research, Applegate published The Most Famous Man in America, which was praised by critics and awarded the Pulitzer Prize.

[5] As an undergraduate student worker at Amherst College, Applegate was assigned to assemble an exhibit on a famous alumnus and selected Henry Ward Beecher, a 19th-century minister known for his abolitionist preaching and widely publicized sex scandal.

[7][8] "I made my way through my first book by trial and error, using my cobbled-together collection of examples, borrowed exercises and jerry-rigged postulations, to navigate the enormous task of fashioning an intellectually and emotionally compelling account out of the scattered detritus of a person’s life," wrote Applegate in a 2016 essay on making the leap from academic historian to popular biographer.

[3] Though she had originally hoped to publish the book during the 1998 Lewinsky scandal, in which US President Bill Clinton was discovered to have had a sexual relationship with a White House intern, the research took several years longer than she had initially planned.

[13] Kirkus Reviews called it a "beautifully written biography of America's one best-known preacher ... An exceptionally thorough and thoughtful account of a spectacular career that helped shape and reflect national preoccupations before, during and after the Civil War.

The decision to write the book came after a year of research into 1920s New York City cultural history, during which Applegate discovered Adler's memoir and grew fascinated by it.

[17] "Innocently strolling the library stacks, I stumbled upon yet another big, bewitching American character — a once infamous but now forgotten madam named Polly Adler," wrote Applegate in an essay honoring the centennial of the Pulitzer Prizes.

[3] John Dickerson of CBS News Sunday Morning called Madam, “A biography that is also a story of America, bursting into the modern age, with new roles for women, new rules for couples, and parties that flowed into rooms down the hall.” [18] In New York magazine Chris Bonanos called it, “a hugely digressive book in the best possible way: You meet a lot of gangsters and high rollers in Adler’s New York, and they cross paths with novelists, entertainers, professional boxers, and now and then a mayor or a Rockefeller.” [19] In the New York Times, reviewer Paulina Bren wrote, "Replete with accounts of Polly’s many court battles, newspaper headlines, mobster dealings and society gossip, “Madam” is a breathless tale told through extraordinary research.