Henry Frick, remembered by art lovers today for his splendid collection of old-master paintings by Rembrandt, Bellini, and others that make up New York's Frick Museum, was one of the 19th century's worst robber barons. Brutal with workers, he never hesitated to hire mercenary armies to kill railway and mine strikers. Frick's was such a bloody and vicious climb to a pot of gold that his descendents have been understandably reluctant to allow historians full access to his papers. Finally, his great-granddaughter, Martha Sanger, a noted steeplechase and hunting enthusiast, decided to write about the life of her ancestor, and was allowed full use of the archives. Sanger's publisher, Abbeville, has done her proud with a luxuriously produced volume in which Sanger offers many theories about why Frick bought certain works of art. And although art historians may dismiss her black-and-white analyses of a collector's motivations--based, as she admits, on her own years in psychoanalysis--they at least reflect how Frick's own family saw him. Among the reproductions are famous pictures by Goya, Greco, and Gainsborough, but also many others rarely reproduced, perhaps because they are typically bad-taste 19th-century art, showing that even Frick bought some duds. Whether or not he acquired paintings, as Sanger asserts, because they reminded him of a daughter who died in early childhood, Frick was still a major historical figure, and his life needs this kind of voluminous treatment in or