Preheat oven to 325°F (163°C). Line a 9-inch springform pan with parchment paper in the bottom and grease the sides.
Combine the crust ingredients in a small bowl. Press the mixture into the bottom of the springform pan.
Bake the crust for 8-10 minutes, then set aside to cool.
Cover the outsides of the pan with aluminum foil so that water from the water bath cannot get in. Set prepared pan aside.
Reduce oven temperature to 300°F (148°C).
To make the cheesecake filling, add the cream cheese, sugar, and flour to a large mixing bowl and beat on low speed until completely combined and smooth. Scrape down the sides of the bowl.
Add the sour cream, vanilla extract, and cinnamon. Beat on low speed until well combined.
Add the eggs one at a time, mixing slowly to combine after each addition. Scrape down the sides of the bowl as needed.
To make the cinnamon apple filling, combine the brown sugar, cinnamon, nutmeg, and flour in a medium-sized bowl. Stir in melted butter until well combined.
Add about 1/3 of the cheesecake filling to the crust, creating an even layer.
Sprinkle about 1/2 of the cinnamon filling over the bottom of the crust, then spread about 1/2 of the chopped apples for the filling over the cinnamon mixture.
Add another 1/3 of the cheesecake filling over the cinnamon apple layer.
Repeat another layer of the cinnamon filling and apples, then top the cheesecake with the remaining cheesecake filling.
Place the springform pan inside another larger pan. Fill the outside pan with enough warm water to go about halfway up the sides of the springform pan.
Bake for 1 hour and 20 minutes. The center should be set, but still jiggly.
Turn off the oven and leave the door closed for 30 minutes.
Crack the door of the oven for 30 minutes to allow the cheesecake to continue to cool slowly.
Remove the cheesecake from the oven and water bath, set aside to cool to room temperature, then refrigerate until firm, 4-5 hours or overnight.
To make the cinnamon apples for the topping, add the apples, brown sugar, cinnamon, nutmeg, lemon juice, and butter to a pan. Stir together until apples are well coated.
Cook apples over medium heat until tender, about 10 minutes.
Remove cheesecake from springform pan and place on serving plate. Add apples to the top of the cheesecake and drizzle remaining sauce from pan over cheesecake. Serve.
Store the cheesecake in the fridge until ready to serve. Cheesecake is best if eaten within 4-5 days.