Here's how I heard it.

Back between WW1 and 2. A young US Army lieutenant is sent to his first assignment. When he checks in at the base, the corporal in charge of the Bachelor Officers' Quarters asks if he wants to subscribe to the New York Times. The corporal tells him that every other officer there has a subscription. Bemused, he hands over his money and takes the paper.

He reads the paper every day, but none of the other officers ever talks to him about the news. Then he gets the Sunday edition and figures out why the paper was so popular.

In those days, the Sunday New York Times magazine was the only place where you'd see full color lingerie advertisements

Pretty neat that the advertisement has "or buy our materials and make them yourself!" in two different places.