The well-traveled and photogenic Richard Harding Davis represented all that was edgy and glamorous about the new breed of American journalist: foreign correspondent. Fearlessly tramping by rail, road and horseback to the front lines of the "Great War," he sent back colorful dispatches on the murderous trench warfare in France, shocking German atrocities in Belgium, and the convoluted fighting in the Balkan mountains, where tribal loyalties and murky national rivalries created a confusing strategic chessboard. While pulling down a hefty annual retainer of $32,000 for the Wheeler Syndicate,...