THE WINDOWS IN Anthony Bourdain’s apartment, where he lives alone on the 64th floor of a Midtown skyscraper, stretch from floor to ceiling, looking south over Manhattan and west across the Hudson River. Inevitably, the view conjures thoughts of setting off into the distance—fitting for Bourdain, 61, who travels more than 250 days a year to shoot his CNN show Parts Unknown. “Do you know the German word Sehnsucht?” he asks. “It means feeling homesickness for a place you’ve never been.” Bourdain, whom everybody calls Tony, is rapping his fingers against the velvet armchair in which he sits. He fidgets constantly. “What about...