Among the intelligence failures that came to light after the attacks of September 11, there was one that did not result from the failures of spying, decoding secret messages, or interagency communication. Rather, it arose merely from not paying sufficient attention to circumstances that were relatively out in the open--the simmering anti-Western rage that had been swelling up in Saudi Arabia in the 1990s. Mark Caudill was there, in the ancient Hejazi port city of Jeddah, at a critical time. From September 1999 to July 2002 he served as an American diplomat at the U.S. Consulate General....