Polly Adler's "house"--the brothel that gave this best-selling 1953 autobiography its title--was a major site of New York City underworld activity from the 1920s through the 1940s. Adler's notorious Lexington Avenue house of prostitution functioned as a sort of social club for New York's gangsters and a variety of other celebrities, including Robert Benchley and his friend Dorothy Parker. According to one New York tabloid, it made Adler's name "synonymous...