Few books have enthralled, incensed and haunted me as “The Volunteer” has done. There were times I felt compelled to set it aside. There were others when hours of reading passed in what felt like moments. I told myself that I couldn’t finish it—review be damned!—and yet hurried to the end. The actions of Witold Pilecki, and the superb account of them by Jack Fairweather, inevitably engendered an array of intense emotions.

First, the dramatic prelude. Pilecki, 38 years old and a second lieutenant in the Polish army, survived...