Lena Dunham may have grown up in New York with art-world-famous parents, but for post-collegiate millennials trying to figure out what they're meant to do, there's a certain verite to "Girls," produced, directed, and written by Ms. Dunham, who also stars as Hannah Horvath and cribs storylines from her own early-adult experiences. Ms. Dunham's Hannah, who like Ms. Dunham, lives in Brooklyn, is utterly relatable -- and that 's won her fans outside her cohort such as New York Mayor Michael Bloomberg, who recently said he hopes the show would inspire other young, creative people to migrate to the city.