Underexposed images do not have enough contrast between the background and the model to make masking possible. Sometimes a flash did not fire, or sometimes the photographer was sleeping - or both! Here is one such image of Tiffany:
Notice the lack of contrast between the hair and the grey background on the left side.
My solution is, in Lightroom, increase the Exposure a lot, and the Contrast a little, then open the file in Photoshop:
Now we have some contrast between Tiffany and the seamless background, but her skin looks awful.
Next create the mask in Photoshop or with your favorite plug-in. Name the file "temp" and save it on your Desktop:
JPEG images replace Photoshop's checkerboard with white, as seen here.
Now go back to Lightroom or Camera Raw, click on Reset, then adjust the sliders to achieve a nice exposure (not paying any attention to the contrast between the model and the background, bring it into Photoshop and do the mandatory retouching:
The retouched image of Tiffany.
I always Save the image at this point. I designate it to be version 1 by adding a ".1" at the end of the file name. To prepare for version 2, I flatten the layers. With the Move Tool selected, and your "temp" file also open, Shift-drag the "temp" file onto the retouched file. Holding down the Shift key tells Photoshop to perfectly align the two layers. Drag the lock icon on the background layer to Trash can on the Layers Panel, then drag the mask of the top layer onto the bottom retouched layer, then delete the top layer by dragging it too into the Trash can icon at the bottom of the Layers Panel. You now have a masked and retouched model:
Again, you will see checkerboard where this image shows white.
From here, it is a fairly simple matter to add a background of your liking. Here I used a wall of graffiti taken in Fresno, California:
The final image.