Lindsey Vonn transcended her sport in a way only a handful of Olympic athletes could even imagine. She was about more than skiing. She was about more than medals. She was about more than winning.

She was often in the spotlight, appearing in the pages of mainstream and sports magazines, walking the red carpets, mingling with A-list celebrities and dating high-profile sports figures.

The record-setting racer who grew up in Minnesota, then relocated to Colorado, became a household name in mountain towns and big cities — to people who knew a lot about racing and those who only tuned in every four...