If Cap Anson was baseball's first star, King Kelly was the first player whose celebrity extended beyond the diamond. The dashing mustachioed Kelly was a favorite of newspapermen, who lionized him as "King of the Diamond" and "The $10,000 Beauty"; of fans, who celebrated his daring in song ("Slide, Kelly, Slide") and his grace in poetry ("Beautiful Mike"); and certainly of the baseball establishment, which was willing to pay outrageous sums for...