In his first inaugural address, in March 1801, President Thomas Jefferson spoke of the United States as “a rising nation, spread over a wide and fruitful land” and “advancing rapidly to destinies beyond the reach of mortal eye.” By the end of 1803, the U.S. had indeed advanced considerably: The Louisiana Purchase, through which a huge territory west of the Mississippi River was transferred from French to American hands, nearly doubled the nation’s size.

Historian Megan Kate Nelson’s splendid new book, “The Westerners,” cites Jefferson’s vision of national progress as one of the first articulations of the “frontier myth.” Historian Frederick Jackson Turner is credited with giving the myth its fullest expression in a renowned 1893 essay, “The Significance of the Frontier in American History.”

Turner posited that the conquest of the West was foundational to American identity.…