Illegal immigration and drug smuggling, corporate polluters and tragic affairs of the heart. On the border country between Mexico and the United States, literature can barely keep up with the bad news. An exception is the new novel from Rick DeMarinis, "El Paso Twilight." A study of political manners and debauchery masquerading as pulp fiction, DeMarinis shows us a world inhabited by the likes of Luther Penrose, a 290-pound, drug-dependent novelist with marital fidelity problems, and Luther's old army buddy, J.P. Morgan, an insurance fraud investigator who has reluctantly agreed to lend his...