[In Romain Gary's novel], treating the concentration camps as one huge joke hardly grates at all, especially when the joke is told by Genghis Cohn, who has seen it all from inside the barbed wire and now narrates "The Dance of Genghis Cohn." As Cohn says, "If you are the holder of a historical world record for sadness, all that is left for you to hang onto is your sense of humor."

But if the humor is not too black to swallow, most readers will find it blue enough, blasphemous enough, to leave a nasty taste in the mouth.

The tale begins with an irresistible fancy.

Cohn was once a Jewish comedian, known for his bawdy jokes. Even in the concentration camp, making ready for his own execution, he cannot resist playing for laughs and in his last moment fights back with the only weapon left to the...