Hunter S. Thompson did not invent Gonzo Journalism—but in a line borrowed from David Mamet, he gave it a name. Truman Capote attempted, with “In Cold Blood,” to fuse the fictional with the factual. Thomas Wolfe is a pioneer of the “new journalism” of the sixties, the meshing of the personal with the public. In academia, Stephen Greenblatt and the New Historicists solidified the idea that history could only be known fully by being reduced to the personal. But Thompson’s “Fear and Loathing in Las Vegas: A Savage Journey to the Heart of the American Dream” (1971) sits as a...