"Arm yourself against my dawn, which may at any moment cast you and Harry into obscurity, Alice James writes her brother William in 1891. In Judith Hooper's magnificent book, zingers such as this fly back and forth between the endlessly articulate and letter-writing Jameses, all of whom are geniuses at gossiping. And the James family did, in fact, know everyone intellectually important on both sides of the Atlantic, but by the time we meet her in...