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The day was even hotter than the day before, and the air-conditioning on the bus was broken. When I finally got back to 125th Street, the sidewalk was crowded with sweat-gleaming women and children emerging from storefront churches. A stench of rotten cantaloupe was in the air, gastric and cloying, cut with exhaust from a Kennedy Fried Chicken. The pavement was shiny with a blackish vulcanized glaze of chicken grease, sputum, spilled Coke, and trashbag leakage.

“My man Lucky,” Ruben said to me in my building’s lobby, which was littered with Sunday-morning betting slips. “You look like shit warmed over.”

My answering machine was showing one new message. I was afraid it was from Anabel, but it was from a woman who sounded Jamaican, asking me to tell Anthony that her husband had died last night and that the funeral would be on Tuesday afternoon at such-and-such church in West Harlem. She repeated that I should tell Anthony that her husband had died. This was it, the only message, a Jamaican woman informing me, in a calm and very tired voice, that her spouse had died.

I turned on the AC and left a message at the Carlyle for David Laird. Then I fell asleep and dreamed that I was in a many-roomed house where a party was happening. I’d fallen into a deep flirtatious conversation with a young dark-haired woman who seemed to like me, seemed ready to leave the party with me. The only impediment to effortless happiness with her was something I may or may not have said, something that made her think I might be a jerk. To my joy, I was able to tell her that a different man had said it. Andreas Wolf had said it. I knew this for a fact, and she believed me. She was falling in love with me. And just as I was beginning to understand that she must be Annagret, Andreas’s young girl, I realized instead that she was Anabel — a younger, softer Anabel, at once pliant and sportive, instilled with the best kind of knowledge about me, knowledge that felt loving and forgiving — except that she couldn’t possibly be Anabel, because the real Anabel was standing in a doorway, witnessing my flirtation. The dread I felt of her judgment, and of the punishment of interacting with her nuttiness, came directly from life. She looked stricken with betrayal and hurt. Worse yet, the girl had seen her and vanished.

David returned my call late in the afternoon.

“I can’t do it,” I said.

“An eight o’clock table at Gotham? Are you kidding me? Of course you can do it.”

“I can’t take the money.”

“What? That is beyond ridiculous. It’s criminally foolish. You can dedicate every one of your issues to sullying the good name of McCaskill, I still want you to have the money. If you’re worried about Anabel, just don’t tell her.”

“I already told her.”

“Tom, Tom. You can’t listen to what she says.”

“I’m not. She’s going to think I took the money, and I’m OK with that. I just don’t want to take it.”

“Stupidest thing I ever heard. You need to come to the Gotham and be plied with martinis. The check’s burning a hole in my briefcase.”

“Not gonna do it.”

“And this change of heart?”

“I can’t have anything to do with her,” I said. “I appreciate how good you’ve been to—”

“I’ll be frank with you,” David said. “I’m more than a little disappointed in you. I thought you’d finally quit trying to out-Anabel Anabel, now that you’re divorced. But everything you’re saying to me is bullshit.”

“Look, I—”

“Bullshit,” he repeated, and hung up on me.

The next time I heard from David, four months later, it was through an intermediary, a retired New York City cop who worked as a private detective. His name was DeMars and he showed up at my door one afternoon without warning, having bullied his way past Ruben. He was walrus-mustached and intimidating. He said the simplest thing would be for me to show him my datebook and receipts for the previous four months. “It’s entirely routine,” he said.

“I don’t see anything routine about it,” I said.

“You been in Texas recently?”

“I’m sorry — who are you?”

“I work for David Laird. I’m especially interested in the last two weeks of August. Best thing for you is if you can show me you weren’t in Texas at any point then.”

“I’m going to call David right now, if you don’t mind.”

“Your ex disappeared,” DeMars said. “She sent her dad a letter that appears to be authentic. But we don’t know the circumstances of the letter, and, nothing personal, but you’re the ex. You’re the man we go to.”

“I haven’t seen her since the end of May.”

“Easiest for both of us if you can document that.”

“It’s hard to prove a negative.”

“Do your best.”

Having nothing to hide, I handed over my receipts and credit-card statements. When DeMars saw that my August was richly documented — I’d been in Milwaukee with half the journalists in America, reporting on Jeffrey Dahmer for Esquire—he became less obnoxious and showed me copies of a postmarked envelope and the handwritten note it contained.

To David Laird: I’m not your daughter. You won’t hear from me again. I’m dead to you. Don’t look for me. I won’t be found. Anabel.

“Postmark is Houston,” DeMars said. “I need you to tell me who she knows in Houston.”

“No one.”

“You sure about that?”

“Yes.”

“Well, see, here’s why I’m involved. David says he hasn’t seen her in more than a decade. He’s dead to her anyway, so why the letter? Why now? And why is she in Houston? I thought maybe you could shed some light.”

“We just went through a bad divorce.”

“Violent bad? Restraining-order bad?”

“No, no. Just emotionally painful.”

DeMars nodded. “OK, so an ordinary divorce. She wants to make a clean break, start a new life, and so on. But the way I read this letter is she’s afraid people are gonna think that someone did away with her. That’s the only reason to write it: ‘Don’t worry, I’m not actually dead.’ But why would anyone think that in the first place? You see what I mean?”

Anabel was so impractical and such a recluse that it was hard to imagine her in Houston. But something had clearly changed in her, because she hadn’t called me in four months.

“We have her in New York on July 22,” DeMars continued, “taking five thousand in cash out of her bank. Same day, she leaves keys, no note, just the keys, at the building of her friend Suzanne. You didn’t see her in New York that day, did you?”

“We’ve had no contact of any kind since May.”

“But, see, if she doesn’t send that letter, nobody looks for her. My impression is she’s not exactly Miss Congeniality. It could have been years before anybody noticed she was missing.”

“At the risk of sounding self-important, I think she wrote the letter as a message to me.”

“How’s that work? Why not just write you a letter? Did she write you a letter?”

“No. She’s trying to prove that she’s capable of not having any contact with me.”

“Kind of an extreme way of going about that.”

“Well, she’s extreme. It’s also possible she was trying to protect me, in case someone like you came looking for her.”

“Bingo.” DeMars snapped his fingers. “I was hoping you’d be the one to say that. Because that’s my problem with the letter. Painful divorce, irreconcilable differences, and yet here she is, going out of her way to protect you? I don’t see it. Your typical angry ex, she’d like nothing better than to have people wondering if you’d offed her.”