"You don't have a home until you leave it," James Baldwin reported from self-imposed exile in Paris. His observation provides the epigraph for Emily Raboteau's lucid and ranging travel memoir, "Searching for Zion: The Quest for Home in the African Diaspora." The book chronicles the author's decade-long attempt to discover just where, if anywhere, an African-American might feel at home. It is also a brilliant illustration of the ways in which race is an artificial construct that, like beauty, is often a matter of perspective.

Like President Barack Obama, Ms. Raboteau identifies herself as a mixed-race black. The fair-skinned daughter of a white mother and a black American father, she is an admittedly privileged young woman (her father is a Princeton professor) who came by her sense of dislocation mostly vicariously. "It had something to do with the legacy of our slave past," she writes early in the book. "But it had even more to do with the particular circumstances of my grandfather's death. He was murdered in the state of Mississippi in 1943," shot by a white man. His killer was never prosecuted, and in the wake of that sudden violation, Ms. Raboteau's grandmother fled north with her children, "in search, like so many blacks who left the south, of the Promised Land." Ms. Raboteau returns to this family trauma repeatedly in her text, and it informs her worldview.

Growing up in Princeton, N.J., she found a "soul sister" in a devout and culturally alienated Jewish girl named Tamar, the daughter of one of her father's colleagues. The two girls were inseparable until college, after which Tamar abruptly made aliyah to Israel, becoming a citizen there under the Jewish state's Law of Return. When Ms. Raboteau visited Tamar in her new country, she was confronted with the realization that her friend had "a birthright, a people and a place to belong in the world, when I did not."

This epiphany, coupled with the discovery that there are black people in Israel, inspired her return several years later with a pen and notepad. "I knew that black people, since the time of slavery, identified with the Hebrew slaves of the Bible in bondage under Pharaoh, and hoped that they too might make an Exodus to freedom," she writes. Could the state of Israel be that Zion for blacks? She sets off to meet the country's Ethiopian Jews and African Hebrew Israelites, who have crossed continents and oceans to find out.

Meanwhile the Ethiopian Jews, who call themselves Beta Israel and immigrated to the Jewish state in the 1980s and '90s, "don't think of themselves as black." They are red-brown slaveholders who take a page straight from the American South, maintaining that blacks have "different bones and descend from the cursed line of Ham."

That doesn't stop the children of Beta Israel from finding inspiration in the reggae music and culture imported to Jerusalem from Jamaica, and it is there that Ms. Raboteau journeys next. In Jamaica, she burns her pale skin and meets a cast of poor, righteous Rasta men who worship the late Ethiopian Emperor Haile Selassie (1892-1975) as "the living black God." Aside from their desire to "repatriate" to Africa, these men are obsessed by a longing to persecute lesbians and gays. Still, Ms. Raboteau is game enough to board a plane to Africa and glimpse the Zion that they most likely never will.

After a brief stop in Ethiopia, she makes her way to Ghana, where any person of African descent is entitled to live and work under a statute similar to Israel's Law of Return. There she encounters reggae legend Bob Marley's widow, Rita, who has created her own personal Zion in the lush hills above Accra, as well as a world-weary black American expatriate who confides that she no longer calls herself African-American. "I realized I'm not African," the woman says. "Four hundred years away made me something else." At every turn, Ms. Raboteau is met with a recurring truth: One man's Zion is another man's Egypt.

Many Ghanaians she speaks with—some of whom appear to still own slaves—concur. Most are incredulous that blacks from the U.S. should wish to come back. At one point a taxi driver mistakes her for a white woman and launches into an unchecked tirade about blacks: "These blacks truly expect too much. . . . Don't they know that if tomorrow a slave ship arrived at Elmina to carry us to America, so many Ghanaians would climb on board that this ship would sink to the bed of the ocean from our weight?" Irony permeates, yet Ms. Raboteau is generous and empathetic toward the characters she encounters without ever seeming naïve.

Back in America, there is still one more pilgrimage left for her to make, this time to the South, where she embarks on a civil-rights tour of Alabama and Georgia before visiting Mississippi to interview family members whose houses were destroyed by Hurricane Katrina. But her heart is no longer in it. While she has spent the past 10 years scouring the globe for "home," that place has been quietly taking shape beneath her feet, in the form of the modest New York apartment she happily shares with her husband, a novelist, and the child the two expect by the end of the book.

As for the Promised Land? She reaches the only conclusion any of us can: It is, like the horizon, always on the cusp, never fully achieved. Or as a gay Jamaican friend of hers explains: "Zion is a myth." Yet Ms. Raboteau's search for it hasn't been in vain. She has produced a gracefully written account of pathos and unrequited longing, a memoir that raises more questions and contradictions than it offers soothing answers.

Mr. Williams is the author of a memoir, "Losing My Cool." He is at work on a novel about a shooting on Long Island.

A version of this article appeared January 23, 2013, on page A13 in the U.S. edition of The Wall Street Journal, with the headline: Home Thoughts From Abroad.