Thursday night, New Orleans. I have flown in from Los Angeles for work and am walking off the jet bridge, thinking about dinner, when 15 men in vests coalesce around me. I have never been arrested before. Even they find it strange, because I am British, and I am in Balenciaga, and I am ever so nice about it all. They take my belt, wallet, every piece of identification, my rosary and Missal, cash. They put me in chains. Real chains. Every man they arrest, whatever he has done, ends up garlanded in steel like this: wincing, hopping, clattering. It...