For Theroux, so deft in alien locales, all Asia is the bazaar in this fabulous, lone journey through the deserts and steppes and cities of that vastest of continents. Four months, thousands of miles--The Orient Express, The Teheran Express, the Night Mail to Meshed, the Kyber Pass Local, The Delhi Mail from Jaipur, The Mandalay Express, the North Star Night Express to Singapore, The Hue-Danang Passenger Train, The Hikari (""Sunbeam"") Super Express to Kyoto, The Trans-Siberian Express to Moscow--he lived in the decayed romance of the sleeping car ""combining the best features of the cupboard with forward motion."" The only regret for the reader is that images, faces, fantasies rush by as fast as the wheels of those furtive trains. Still, Theroux can conjure an entire lifetime from a chance encounter. Thus, Sadik, the baggy, bald Turk en route to ""owstraalia"" to export laborers (""Good profit""); or Mr. Bhardwaj, the prim ascetic Indian accountant, carrying on an eternal, losing campaign against ""blighters"" in his office, in all India: or Vassily, drunk, running the dining car ""back and forth, every two weeks, from Moscow to Vladivostok."" The railway stations provide a kind of synopsis of each country: in India they are encampments of semi-naked villagers, cooking, washing, copulating. The maimed and the grotesque are everywhere on display like the one-legged man who became Theroux's image of Calcutta--""hop, hop, hop--moving nimbly through those millions."" In reality it is a pilgrimage to nowhere, an odyssey which extends backward to the wars of Tamerlane and forward to Teheran, gaudy and oil-rich like Dallas. Splendid.