Jim Harrison's gorgeous, desperate, and harrowing "correspondence" with Sergei Yesenin-a Russian poet who committed suicide after writing his final poem in his own blood-is considered an American masterwork. In the early 1970s, Harrison was living in poverty on a hardscrabble farm, suffering from depression and suicidal tendencies. In response he began to write daily prose-poem letters to Yesenin. Through this one-sided correspondence, Harrison unloads...