Writing in a hectic, almost impromptu present tense while darting to and fro between dozens of parallel stories, Florian Illies has pieced together the emotional history of a doomed generation. His cast of European artists and intellectuals spend the 1920s experimenting erotically, then succumb to anxiety and outright panic during the 1930s; by the 1940s, they are either in exile or on their way to concentration camps. The structure of Illies’s book, apparently haphazard in its quick cuts between people and places, matches the creed of its characters. Sartre declares existence to be precariously contingent, which serves as a justification...