When President William McKinley was murdered at the Pan-American Exposition in Buffalo, New York, on September 6, 1901, Americans were bereaved and frightened. Rumor ran rampant: A wild-eyed foreign anarchist with an unpronounceable name had killed the commander-in-chief. Eric Rauchway's brilliant "Murdering McKinley" restages Leon Czolgosz's hastily conducted trial and then traverses America with Dr. Vernon Briggs, a Boston alienist who sets out...