In the late 1970s and early 1980s, British blues fan Alan Harper became a transatlantic pilgrim to Chicago. "I've come here to listen to the blues," he told an American customs agent at the airport, and listen he did, to the music in its many styles, and to the men and women who lived it in the city's changing blues scene. Harper's eloquent memoir conjures the smoky redoubts of men like harmonica virtuoso Big Walter Horton and pianist Sunnyland Slim...