Why would a literary scholar say that he would ‘take it as a reproach’ if his work was called essayism? There is a good chance that we may understand this comment too easily, or not at all. The polemical postures of modernism (and the critical fashions of the academy) often seem remote from, or even opposed to, the essay in its casual, elegant, personal, speculative modes. This chapter traces not a reconciliation between the two stances but various forms of entanglement. Looking at work by Virginia Woolf, Marianne Moore, T.S. Eliot, H.D., and Ezra Pound, this chapter asks what happens when modernist rigour needs the conceptual flexibility of the essay; when poetry cannot do without prose; when the imaginary is seen as the fiercest form of the real; when the objective correlative, without becoming subjective, encounters more shades of meaning than anyone thought it could manage.