In the history of the modern world, there have been few characters more sadistic, sinister, and deeply demented as Baron Ungern-Sternberg. An anti-Semitic fanatic with a penchant for Eastern mysticism and a hatred of communists, Baron Ungern-Sternberg took over Mongolia in 1920 with a ragtag force of White Russians, Siberians, Japanese, and native Mongolians. While tormenting friend and foe alike, he dreamed of assembling a horse-borne army with which...