New York City has roasted a man to death. Jerome Murdough, like a very large share of New York City’s homeless, was mentally ill. According to his family, he suffered from both bipolar disorder and schizophrenia, along with what his mother gently describes as “beer problems.” He was a former Marine who was in and out of homeless shelters, hospitals, and the occasional jail cell, with eleven misdemeanor convictions for trespassing, public drinking, drug possession, and the like. During what was an unusually bitter winter in New York, Mr. Murdough sought shelter in an unsecured stairwell in a Harlem housing...