Malinda Jenkins was born in 1848, the daughter of a subsistence farmer in Kentucky. Showing spunk early, she pridefully refused to attend school without the right textbooks and escaped as soon as possible from a large family that had too much religion and too little else.

She liked men and married three: a handsome lazybones, a kindly drunkard, and a chronic gambler. Malinda left her first husband in order to support herself and the children. Uneducated but willing to work hard and take risks, she established a boarding house in Texas, the first of many enterprises that would gradually...