This shimmering, career-spanning collection captures Tillman (No Lease on Life) at her most beguiling, playful, and inventive. In "Come and Go," three characters collide according to the whims of the narrator ("I have my reasons"). The ingenue at the center of "Coming of Age in Xania" blurs her description of the surreal film she's cast in with an account of drifting between two lovers, while the narrator of "Aka Mergatroyde," a fictional stand-in for the author, claims the name Lynne Tillman is a pseudonym and that she's now going to tell the true story of her Mergatroyde family, beginning with an ancestor's violent death in Scotland. In "Dead Talk," actor Norma Jean Baker tells her story from the perspective of her Marilyn Monroe persona, while in "The Undiagnosed," the narrator meets filmmaker Clint Eastwood at a party and they talk about their fathers. The title entry returns to the conceit of "Come and Go," following several strangers as they wander a carnival. Tillman is infinitely clever and a master at concision, able to unspool both ordinary and epic tragedies in just a few pages. This is Tillman's best book yet. Agent: Joy Harris, Joy Harris Literary. (Mar.)