A foreboding meditation in the vein of Southern Gothic literature, Drake’s most recent body of work emerged through her collaboration with an enigmatic group of women loosely calling themselves “Knit Club.” The nature of the club is ambiguous. It is a cross between a gang, a cult of mysteries, and a group of friends bound by secrets only they share.

The book follows a narrative structure loosely borrowed from Faulkner’s As I Lay Dying–– that is to say, not one omniscient narrator but many disparate stream-of-consciousness voices. We sense the authorship of the photographs to be collaborative,...