Gerald and Sara Murphy were admired—adored—by many of the best-known members of the transatlantic avant-garde in the 1920s. John Dos Passos, their frequent guest both in Paris and on the Riviera, wrote happily of being “entertained . . . with great elegance and a great deal of gin fizz.” For Fernand Léger, Gerald was “the only American painter in Paris.” F. Scott Fitzgerald dedicated Tender Is the Night to them; the novel’s protagonists, the Divers,...