Angel Carter’s Nights at the Circus explodes on the page in the form of six-foot-two, eyes of blue, fourteen stone Fevvers, a feminist icon, who has wings and really can fly. Or so it seems, she’s an aerialiste that needs no high wire. The high-flying star of Colonel Kearney’s circus—a fool and his money are easily parted; never give a mug a break—courted by Royalty, The Prince of Wales, painted by Toulouse Lautrec. She’s the toast of Paris, of...