The artist Donald Judd had admirers so passionate that, following his death in 1994, they created bumper stickers and T-shirts emblazoned with “WWDJD”—an acronym for “What would Donald Judd do?”

Perhaps a better question would have been, “What would Donald Judd read?” Unbeknownst to many, Judd was an avid bibliophile. His passion for books culminated in a library in the west Texas town of Marfa, an unlikely destination that has since become a hotbed for the arts as a result of Judd’s influence and work.

Judd first visited Marfa as a soldier in December 1946 and the landscape captivated him so much that he sent a telegram to his mother about it. Before he settled there 26 years later, in 1972, Judd had become an influential member of the New York art world, both as a c...