Before diplomacy took the microphone, Franz Liszt had already claimed the Guggenheim’s air. On Sept. 22, a pianist sent one of my favorite—and most deliciously controversial—composers curling through Frank Lloyd Wright’s rotunda with all the grandeur, seduction and barely governed extravagance Liszt understood so well. Statecraft rarely receives such a magnificent soundtrack. Perhaps it should more often. Liszt was Hungarian by birth, although his imagination belonged to Europe; Weimar became one of his creative laboratories. He transformed the piano recital into public theater, inspired the near-hysterical phenomenon of “Lisztomania,” scandalized critics with his celebrity and expanded what a single instrument...