Nairobi, June 4 -- A few weeks ago in Stockholm's Gamla Stan, we had drinks in a cave bar.

Dusk had fallen, and we were walking from Stortorget, the old square where the Nobel Prize Museum sits today and where, in 1520, a king and about 100 of his subjects were executed during what came to be known as the Stockholm Bloodbath.

History can be a lot to carry around after dinner, so our guide and friend suggested we stop for a drink and process the violence of the age.

We ducked into a narrow stone passageway and descended underground. It was a cave, literally. A small restaurant sat to the left and a bar to the right. Always take a right when presented with such options.

We unwound our scarves and settled into one of the dozen or so seat...