Twisting the buddy cop story upside down and inside out, Penn Jillette has created the most distinctive narrator to come along in fiction in many years: a sock monkey called Dickie. The sock monkey belongs to a New York City police diver who discovers the body of an old lover in the murky waters of the Hudson River and sets off with her best friend to find her killer. The story of their quest swerves and veers, takes off into philosophical riffs,...