In one of the last pictures he ever painted, a grim and startling “Resurrection” altarpiece, Caravaggio showed a scrawny, bedraggled Jesus Christ slipping out of the tomb and making off alone by night, “like a criminal escaping from his guards,” in the words of an 18th-century Frenchman. Shock was the conventional response to this painting (eventually destroyed by earthquake, along with the church where it hung). The artist himself was on the run at the time, wanted for murder and so jittery that he slept in his clothes with a dagger always at hand. “Whatever he set out to paint,” Andrew Graham-Dixon writes in his gripping biography, “he always ended up painting himself.”