When I arrived at Fort Marcy Park, I had no idea what to expect. The air was filled with the scent of fair food: funnel cakes, turkey legs and various other carts spewing out New Mexican favorites. The mood was reserved, and there were still a number of hours before the actual ritual was set to begin and the crowd was not quite filled out. I was unimpressed. There was little difference between this and something like a county fair—except a fair would have booths and rides to entertain. Was this the Zozobra everyone was talking about? This was my first burn and I wasn’t feeling it. After my arrival I drifted over to the official “Gloom Box,” the place for people to write down their worries, stuff them in a box, then have them put into a giant puppet. I scrawled my most dominant worry (I didn’t want to spread the magic over several worries) onto a small slip of paper, folded it, then tucked it into the gloom box. A sticker of triumph was passed my way—the word “gloom” in black letters, crossed out with a red line and circle. I kept an eye and ear turned towards the gloom box. There was something about it. Orderly queues formed. People posed for photos after filling the box with their lamentations. Parents instructed their children on the procedure, letting the kids write out their own worries, then hoisted them so they could push the paper into the box themselves. My initial reaction to the ritual was that people were using Zozobra as a scapegoat. That they were pushing off responsibilities onto this victim, but it was more than that. They drank in the ritual some had participated in for generations, conjuring up what...