SORRENTO, Italy--What's going on with Donald Trump? And why is he leading the field of Republican presidential candidates? These are the questions I've been asked most frequently during my trip to Europe to promote my new book, "Celebrity in Chief: A History of the Presidents and the Culture of Stardom." Three dozen people to whom I've spoken individually this week did not represent a scientific sample but they were consistent in their perceptions. They showed a strong sense of unease, and sometimes deep concern, at Trump's rise and puzzlement that the bombastic real-estate developer is doing so well. Many political...