The Upper Midwest, with its scattered small towns and bitter winters, is Carol Bly's source for stories that are, as Tobias Wolff says, "as particular in their settings and culture as those of Turgenev and Joyce and Flannery O'Connor, and as far from being simply regional." My Lord Bag of Rice collects Bly's best and most recent work, 11 stories fortified with sharp-eyed characters who stand a little apart from their routine,...