When the African-American dancer Josephine Baker visited Berlin in 1925, she found it dazzling. "The city had a jewel-like sparkle," she said, "the vast cafés reminded me of ocean liners powered by the rhythms of their orchestras. There was music everywhere." Eager to look ahead after the crushing defeat of World War I, Weimar Germany embraced the modernism that swept through Europe and was crazy over jazz. But with the rise of National Socialism came censorship and proscription: an art form bor...