Sky over El Nido

“Mother rescued the three zebras that escaped from the London zoo”—so begins the first story in this whirlwind collection by C. M. Mayo. Though Mayo’s characters ricochet around the globe in search of diversion, money, enlightenment, cachet, and escape, she sets many of the stories in Sky Over El Nido in Mexico. This is not the gringo’s Mexico of margaritas, mariachis, and inscrutable house servants, but a fin-de-siècle world where a Mexican boy who guards tourists’ cars for small change we...