When Lee Siegel went to India to do research for a book on Sanskrit horror literature, a friend in New Delhi told him about an itinerant teller of ghost and vampire tales, a man with clusters of amulets around his neck and a silk top hat with peacock plumes on his head. Siegel set out in search of the old man--called Brahm Kathuwala--to hear his stories and to learn about his uncommon life. But what started out as a study of other people's...