[James Thurber's] work is often said to be in the line of Twain, Henry James, or T. S. Eliot, and, indeed, he shares traits with all three. In view of his literary standing and the evident sophistication of his themes and techniques, it may seem presumptuous to squeeze such a figure into the [tradition of fantasy writers like L. Frank Baum, author of The Wizard of Oz]. But there he belongs, as the fullest flowering of that tradition.

Thurber was content, for many years, to write fictionalized accounts of his Ohio past and his Connecticut present, along with assorted parodies and word games. Anything he had to say about marriage, character, and the imagination—principal early themes—could be said within those limits. Nevertheless, he had already begun toying with the stuff of fantasy, like a man who unconsciously rubs flax straws into fiber but has not yet...