In a small white house on a quiet country road in the foothills of northeastern Georgia—the end of Appalachia or the beginning, depending on your point of view—there lived an old blues singer named Cora Mae (Sweet Petunia) Bryant. Rumor had it that she could be difficult. Bryant had been known to slam her door on uninvited visitors, to demand a few “dead Presidents” for an interview, and to beat her manager with a purse for getting her onstage too late. Her nickname was borrowed rather than earned. It came from a song that her father, the blues guitarist Curley Weaver, wrote in 1928. Cora Mae was born two years earlier, but the lyrics were clearly about someone else: “I’ve got a gal, she’s long and tall, every time she do the shimmie I holler, Hot Dog!”

When Lance Ledbetter and Art Rosenbaum arrived at Bryant’s house one morning in December, the place looked welcoming enough. There were electric candles on the windowsills and candy canes on the lawn. The porch was hung with pots of plastic daffodils, and metallic letters spelling “Merry Christmas” had been strung above the door. A closer look, though, revealed some cause for concern. The old piano on the porch had a serrated knife laid across its keys. The Bible perched on the railing was open to Hosea 4-5: “They shall eat and not have enough. They shall commit whoredom, and shall not increase. . . . They shall go with their flocks and with their herds to seek the Lord; but they shall not find Him.”

Ledbetter looked around, a little nervously. He wasn’t cut out for field work. Moonfaced and bespectacled, with brown hair slicked back and parted, he looked like a character from “Little Orphan Annie”—the millionaire’s son, out for a spin in his Studebaker. He was thirty-one years old and owned a small record label in Atlanta called Dust-to-Digital. He had an encyclopedic knowledge of American blues, country, and folk music, and had released what many consider the greatest gospe...