What is a book? I’m not referring to the physical object, the codex. What interests me is the blood and beat of language, the dynamic between the writer and the work. Antonio Muñoz Molina’s “To Walk Alone in the Crowd” is a case in point. It‘s a novel in the form of a collage or a scrapbook, a collection of impressions that moves from Madrid to Paris to Lisbon and back again, before ending up in New York.

Throughout its pages (translated from the Spanish by Guillermo Bleichmar), Mr. Muñoz Molina thinks about the lives of cities, and how they intersect with literature. His protagonist, it appears, is a lot like him: an author and a flâneur—Mr. Muñoz Molina has written more than 20 books and has won the Jerusalem Prize and Spain’s National Narrative Prize—who divides his time between Europe and Manhattan, curious and a bit eccentric, cataloging the ephemera of his existence in the form of words.

To call “To Walk Alone in the Crowd” autofiction or a roman à clef, however, is to miss the point. Mr. Muñoz Molina’s intent is bigger: to investigate the disruptions of the human soul. To do so he invokes a number of literary antecedents: Edgar Allan Poe, whose impressionistic 1840 short story “The Man of the Crowd” is cited as an influence on this novel; Walter Benjamin; Thomas De Quincey; Fernando Pessoa; Charles Baudelaire. “A friend of Baudelaire’s,” Mr. Muñoz Molina writes, “once said that he never saw him write a poem sitting down. He composed them as he walked, speaking quietly to himself. The rhythm of his verses was the rhythm of his steps.” A similar aesthetic is in play here.

Mr. Muñoz Molina is not after answers, or even definition; all that he has seen and read swirls within his memory like the bits of colored glass in a kaleidoscope. In that sense, his novel represents a psychogeography of the imagination, in which streets, encounters and scraps of history fold back upon themselves in astonishing, unpredictable, ways. “I don’t want to know anything about the world,” he writes, “I only want to be aware of what reaches my eyes and ears at this very moment, nothing else.”

The vagaries of place are among the writer’s preoccupations; his 1986 novel “A Manuscript of Ashes” is set in an invented city, and if the locations here are more real or recognizable, they add up to an imaginative landscape all their own. In part, this has to do with the discursive shape of “To Walk Alone in the Crowd.” In part, it has to do with the interior focus of his fiction, which often doesn’t read like fiction at all.

“To Walk Alone in the Crowd” begins with its protagonist in the process of moving. That is, perhaps, the catalyst for his reverie. “As I drift along,” this nameless man confides, “I realize this is the last night I will live in this neighborhood where I have spent so many years.” The implication is that he has been displaced.

That sense is highlighted in a book made of fragments—lists, observations, commercial come-ons. Each stand-alone paragraph opens with a headline or an advertising slogan. “PARROT COULD BE KEY WITNESS IN MURDER CASE,” one declares. Another promises, “WE HAVE A PLAN FOR YOU.” Burroughs-like cut-ups reveal how our inner lives have been outsourced, colonized by the marketplace.

“The same ads in the same voices that seem unnatural or dubbed are broadcast simultaneously on every station,” Mr. Muñoz Molina writes. “The same voices of presenters, celebrities, politicians being ceaselessly interviewed. The same voices everywhere, in a kitchen, in the wireless earbuds of an elated and exhausted man at the gym, in a psychiatrist’s waiting room, all through the day.”

For Mr. Muñoz Molina’s protagonist, such an onslaught disrupts not only identity but also meaning, overwhelming both with cultural detritus. “The great poem of our century can only be written with rubble and debris,” an acquaintance of the protagonist argues, by which he means “waste products . . . the cheap language of consumer advertisement and of public relations and politics; the nonsense of technical jargon; . . . the language of self-help, of horoscopes.”

The novel appropriates such bits and pieces and regurgitates them as lists and news bulletins. We re-experience Brexit and the 2016 presidential election, yet each comes off as equally consequential and inconsequential: events over which we have neither agency nor control. This floating quality extends to place and person, offering a porousness “To Walk Alone in the Crowd” gleefully exploits. That acquaintance? He may, we discover, represent not a separate person but another side of the protagonist. To highlight this fluidity, Mr. Muñoz Molina toggles between first, second and third person, past and present tense. Cities bleed in and out of one another, as does history and time.

“In Trieste, in Paris,” he recalls, “James Joyce invents Dublin. In Lisbon, Fernando Pessoa invents Lisbon itself in minute detail. Walter Benjamin visits Baudelaire’s grave in Montparnasse.” Mr. Muñoz Molina is interested in how memory fuels imagination. But he also seeks a deeper confluence. Describing Herman Melville’s 1850 trip to London, he focuses on not what he might have done but who he might have met.

“De Quincey was still alive,” he observes, “and it is very likely that Melville had read his Confessions, as well as Poe’s ‘The Man of the Crowd.’ ” At one point, Melville finds himself at a hanging; he is disgusted by the brutality. Charles Dickens is also there, and their proximity makes for a vivid fantasia: “Dickens and Melville, standing separately in that moving mass of people thirsting for cruelty, so unknowingly close to each other.”

All these strands come together in the closing section of the novel, which traces a long meander from southern Manhattan to the Bronx cottage where Poe once lived. It’s a stirring attempt at reconciliation, although in a world of displacement, Mr. Muñoz Molina understands that this is not enough.

But walking, throughout, offers its own small consolations, not least the presence observation requires. “He is no longer aware that he is walking,” Mr. Muñoz Molina reports. “He is nothing but the rhythm of his steps and the tracking shot of his gaze.”

A blank, in other words, a cypher: our defense against the consuming noise.

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