Margaret Caroline Anderson, born to prosperous midwestern parents, yearned from youth for a life "beautiful as no life had ever been." She pursued that beauty in her own life by seeking the highest forms of thought, conversation, and music. This lifelong passion enthralled her, guiding her friendships and working relationships with many of the leading artists, intellectuals, and literary figures of her time. More important, her pursuit of this passion bore fruit in the creation and fifteen-year life of the Little Review, an unprecedented avant-garde magazine of literature and the arts. As editor, she followed the trail of important early twentieth-century artistic and literary movements, beginning with the magazine's introduction in Renaissance Chicago in 1914, its subsequent move to New York's Greenwich Village in 1917, a pause for a brief spate in Muir Woods, California, and its final immigration to Paris in the 1920s. While she also wrote three volumes...