WHITE MISCHIEF by James Fox Random House; 299 pages; $15.95
Hemingway made it his happiest hunting ground. Isak Dinesen, in Out of Africa, compared it to England in the 18th century, when an aristocrat might possess a "lovely landscape and a multitude of servants." For Cyril Connolly, however, the East African colony of Kenya was no paradise lost. It was the site of a 1941 murder that obsessed the British essayist and critic for a decade. By the time Connolly died in 1974, he had come tantalizingly close to finding the answer to the question that had mesmerized two generations of colonial...