In this article a concept of structural transformation is worked out and applied on the history of modernity. It involves a distinction between abstract modernity and epochs of realized modernities. The general theory of a structural transformation of modernity is applied on a special case; the transformation of the modern conduct of life in the West. The Weberian concept 'conduct of life' is today almost forgotten, but the author argues that it is a very useful conceptual tool for grasping crucial aspects of everyday life. These theoretical points of departure are then related to some classical American sociological investigations, but also to recent investigations. The result is a division of the history of conduct of life in Western modernity in three different epochs: the age of asceticism, the age of organization and the age of authenticity.