Marlborough pudding is a historical pudding that is found in cookbooks from the 19th century. It is essentially an apple custard, baked in a pie shell. For much of the 19th century, a Marlborough pudding, or Marlborough pie, was a standard and much-anticipated part of the American Thanksgiving feast.
A typical recipe contains apples, white sugar, lemon, eggs, cream, and butter, baked in a shortcrust or puff pastry. For a modern recipe, see Cook's Country Eats Local, by America's Test Kitchen.
A recipe for Marlborough Pudding was included in Amelia Simmons' American Cookery, the first American cookbook, published in 1796:
Marlborough Pudding
Source: American Cookery, Amelia Simmons, 1796
Take 12 spoons of stewed apples, 12 of wine, 12 of sugar, 12 of melted butter, and 12 of beaten eggs, a little cream, spice to your taste; lay in paste no. 3 (a flour and butter pie crust), in a deep dish; bake one hour and a quarter.
For modern adaptation see link to the Monadnock Center for History and Culture, below.
Here is a recipe from 1880:
Marlborough pudding
Source: Valuable Cooking Receipts, by Thomas J Murrey, Late Caterer of Astor House and Rossmore Hotel of New York and Continental Hotel of Philadelphia, 1880
Grate apples enough to make eight ounces; add to this eight ounces of fine white sugar which has been well rubbed on the rind of a large lemon, six well-beaten eggs, three tablespoonfuls of cream, the strained juice of three lemons, eight ounces of butter; add quantity at pleasure of orange-flower water, and the grated peel of an orange and a lemon; line the pie-dish with rich puff-paste, put in the mixture, and let it bake in a quick oven.