Heat oven to 400° F. Prick the potatoes with a fork, place on a baking sheet, and roast until tender, 40 to 45 minutes.
Meanwhile, heat the oil in a large saucepan over medium-high heat. Add the onion, celery, and apple and cook, stirring occasionally, until soft, 10 to 12 minutes.
Halve the potatoes, scoop out the flesh, and add to the saucepan. Add 6 cups water, 2 teaspoons salt, and 1/2 teaspoon pepper. Cook until heated through, 8 to 10 minutes.
Puree the soup in the saucepan using a handheld immersion blender (or, working in batches, a standard blender). Add water, if necessary, to reach the desired consistency.