Frederick Russell Burnham's (1861-1947) amazing story resembles a newsreel fused with a Saturday matinee thriller. One of the few people who could turn his garrulous friend Theodore Roosevelt into a listener, Burnham was once world-famous as "the American scout." His expertise in woodcraft, learned from frontiersmen and Indians, helped inspire another friend, Robert Baden-Powell, to found the Boy Scouts. His adventures encompassed Apache wars and...