This chapter elaborates upon Ellroy’s key notion of “the wonder,” his term for a libidinal drive to perceive and experience directly the clandestine parapolitical realities of the Deep State wherein politics is crime and policing is horror. I take Ellroy’s wonder as a form of both Romanticism and egoism, not unlike Max Stirner’s concept of the “Unique One” (Der Einzige), which places Ellroy himself within the tradition of the libertinism of the “White Trash” settler-colonists who laid the foundations of class and racial compartmentalization throughout the modern world-system. I elaborate upon the primary literary means through which Ellroy expounds the wonder, his semi-fictional scandal sheet Hush-Hush, which is his literary appropriation of the style and substance of Robert Harrison’s real-life publication, Confidential. The chapter explores the historical pedigree of the populist conspiracy theorizing of expose magazines by discussing two historical antecedents to Ellroy’s parapolitical Bad White Men and who both gave rise to masterpieces of the literature of conspiracism: the alienated co-conspirators of the failed coup d’etat of Catiline, as assayed by the Roman historian Sallust in his The Conspiracy of Catiline, and the leg-breakers of wholly successful coup d’etat of Louis Bonaparte, spearheaded by the para-militarized horrible workers of the Parisian lumpen-proletariat, and memorialized by Karl Marx in his Eighteenth Brumaire of Louis Napoleon (1852). The works of both Sallust and Marx provide additional evidence for the historical importance of irregular forces of parapolitical agency. The chapter ends with an extended consideration of one of Ellroy’s greatest characters and alter-egos LAPD lieutenant Dudly Smith as the paragon of the Bade White Man as curator of the wonder which is Horror.