Scandinavia's most famous painter, the Norwegian Edvard Munch (1863-1944), is probably best known for his painting The Scream, a universally recognized icon of terror and despair. (A version was stolen from the Munch Museum in Oslo, Norway, in August 2004, and has not yet been recovered.) But Munch considered himself a writer as well as a painter. Munch began painting as a teenager and, in his young adulthood, studied and worked in Paris and Berlin, where he evolved a highly personal style in paintings and works on paper. And in diaries that he kept for decades, he also experimented with...