ARE COLLECTED LETTERS a superior form of biography? When as numerous and meticulously edited as these of Gustav Mahler, when they provide a time-capsule ride back to the last days of the Austro-Hungarian Empire, the answer must be a resounding yes.

Mahler's peripatetic profession is partly responsible. As an acclaimed conductor (much in demand for Mozart and Wagner, but also for his own work), he shuttled back and forth across fin-de-siècle Europe - Helsinki, Cologne, Berlin, Munich, Amsterdam - in the first-class or sleeping compartments of railway carriages. At station stops