Each time Paul Theroux takes a trip - "The Great Railway Bazaar, Riding the Iron Rooster" - the result is unmistakably Paul Theroux. And he has never been sharper than in "The Old Patagonian Express." Starting with a rush-hour subway ride to South Station in Boston to catch the Lake Shore Limited to Chicago, he winds up on the polky, wandering Old Patagonian Express steam engine ("a kind of demented samovar on wheels"), which comes to a halt in a desolate land of cracked hills and thorn bushes.