Cyril Connolly, who attended Eaton with George Orwell and Oxford with Evelyn Waugh, spent his youth among the masters of the modern movement -- Pound, Eliot, Joyce, Gide, Huxley, Hemingway -- developing a literary sensibility that would lead him to found Horizon (for years the foremost literary magazine in England) and serve him well as chief among English reviewers for three decades. The Evening Colonnade is a collection of criticism dedicated to...