The achievements of Italian Renaissance painter Giovanni Gerolamo Savoldo were, even during a period of unprecedented artistry, out of the ordinary. Born in Brescia around 1480, he radically reimagined Christian subjects. His surviving oeuvre of roughly fifty paintings--from the intensely poetic Tobias and the Angel to sober self-portraits--represents some of the most profound work of the period. In Painting with Demons, a beautifully...