Ten years ago, Truman Capote angered his friends in the Concorde set by serving gossip from their private stock to hoi polloi. Anyone with the price of four issues of Esquire magazine could oink over the deviances of their social betters. Each issue carried a "chapter" of what Capote promised would be his most important work. He called it Answered Prayers and described it as a novel-in-progress about New York and European high society.
The first installment, "Mojave," arched some eyebrows. The second, "La Cote Basque," popped eyes. The author who charmed readers with Breakfast at Tiffany's was now lunching in...