Marcel Proust's genius for illuminating pain is on spectacular display in this recently discovered trove of his correspondence, Letters to His Neighbor. Already suffering from noise within his cork-lined walls, his poor soul was not ready for the fresh hell when his neighbor Dr. Williams married a widow with small children.

Chiefly to Mrs. Williams, these ever-polite letters (often accompanied by flowers, compliments, books, even pheasants) are frequently hilarious--Proust couches his fury in a gracious tone. In Lydia Davis's hands, the digressive brilliance of his sentences...