Twentieth-century history has thrown up a few sinister characters stranger and more cruel than Baron Ungern-Sternberg, but not many, and only he conquered a country with a cavalry army — the last person in history to do so — in the in the age of the aeroplane and the tank. This violent, anti-Semitic fanatic took over Mongolia in 1919 with a ragtag force of White Russians, Siberians, Japanese and native Mongolians. He dreamed of creating a huge horse army with which he would retake Moscow and install a new despotic Tsar. Some saw him as a promised reincarnation of Genghis Khan who would restore the greatness of the Mongolian Empire. This is an epic story, which moves from the Baltic through the vastness of Russia to Siberia and the Mongolian steppe. Ungern was born into the German aristocracy, descendants of the Teutonic Knights, which ruled the Baltic region under the Tsars. Ejected from his regiment for violence and instability, he found himself when he was posted to the Russian Far East before the First World War. He had already found his way to the cocktail of mystical beliefs and esoteric knowledge that was common among people of his class. Now he found Mongolian Buddhism, a very different creed from the doctrine of peace and love we associate with followers of the Buddha. Its hells and vengefulness chimed with his already extreme hatred of Jews, liberals and Bolsheviks. The aftermath of the war, in which he fought with reckless bravery, saw Ungern in the Far East leading a wild bunch of counter-revolutionaries. James Palmer describes his spiral into ever darker obsessions, and evermore cruel treatment of enemies. This was Mr Kurtz on horseback, covered in amulets and animal skins, leading a straggling horde of desperate men. In the end, Trotsky, then in charge of the Red Army, sent a formidable force against them. James Palmer does full justice to this barely believable story of a man who foreshadowed the Nazis in his combination of mysticism and genocidal violence, and he explains Ungern’s strange religious beliefs and the culture of Mongolia, of which this adventurer became, for a brief period, the absolute ruler.