Before Arnold Schwarzenegger, Steve Reeves, or Charles Atlas, there was Eugen Sandow, a muscular vaudeville strongman who used his good looks, intelligence, and business savvy to forge a fitness empire. The German-born Sandow (1867-1925) established a worldwide string of gyms, published a popular magazine, sold exercise equipment, and pioneered the use of food supplements. He even marketed a patented health corset for his female followers. Among the colorful figures who played a part in Sandow's life are Bernarr Macfadden, Florenz Ziegfeld, Lillian Russell, and others in sports and the...