In the 91 years since the 18th Amendment went into effect, the wonderment surrounding this event has never faded. How, in the United States of America, the land of the free, could Prohibition ever have come to be?

For answering that question alone—which Ken Burns and Lynn Novick's "Prohibition" do in a remarkable first episode—the series would have to be considered a triumph. The story begins with a look at 19th-century America, and at the lives of the obscure, often desperate, Americans—mostly women—who were the...