This applies very much in the case of Hamlet, and the story is kind of interesting. Apparently, the first printed version to appear was a memorially reconstructed version in the summer of 1603, stolen by a hard-up actor looking for a buck. Recalled entirely from memory, this first version comes across as (surprise, surprise) corrupted and peculiar, with strange inconsistencies later “corrected” in the subsequent “cleaner” versions. Unlike other bad quartos, Q1 is thought to have come from the brain of an actor playing a minor character in the play (Marcellus?), which would make matters worse, wouldn’t it, in that one would question how much memory was correctly served by a character with only a few lines (relatively speaking)?
By all accounts, later versions (Q2 and F1) seem to provide a much more sensible play, from many perspectives (sequence of action, character consistency, language, etc.). Consider the famous “To be, or not to be” speech, as compared between Q1 and Q2. The Q1 version is very different (and placed differently in the play) as opposed to the later versions:
Q1 Version:
814: To be, or not to be, I there's the point,
815: To Die, to sleepe, is that all? I all:
816: No, to sleepe, to dreame, I mary there it goes,
817: For in that dreame of death, when wee awake,
818: And borne before an euerlasting Iudge,
819: From whence no passenger euer retur'nd,
820: The vndiscouered country, at whose sight
821: The happy smile, and the accursed damn'd.
822: But for this, the ioyfull hope of this,
823: Whol'd beare the scornes and flattery of the world,
824: Scorned by the right rich, the rich curssed of the poore?
Q2 Version:
1603: To be, or not to be, that is the question,
1604: Whether tis nobler in the minde to suffer
1605: The slings and arrowes of outragious fortune,
1606: Or to take Armes against a sea of troubles,
1607: And by opposing, end them, to die to sleepe
1608: No more, and by a sleepe, to say we end
1609: The hart-ake, and the thousand naturall shocks
1610: That flesh is heire to; tis a consumation
1611: Deuoutly to be wisht to die to sleepe,
1612: To sleepe, perchance to dreame, I there's the rub,
1613: For in that sleepe of death what dreames may come
Clearly, the Q2 version is way better, right? However, some say no, inasmuch as the purpose of this first version may have been different. It has been suggested that Q1 was maybe an alternate version, shortened and simplified for use by a small number of actors out and about on tour. This of course begs the following questions: What is the “real” version? What should we read and see as Hamlet and does this depend on purpose and context? What single version did Shakespeare intend (if any)? The answers to these questions have very interesting implications for how we experience Hamlet.
Or not. As an end note here, if you pick any modern version of Hamlet off of the shelf of any library or bookstore, it is almost definitely going to be a careful conglomeration of all the versions known, based on centuries of scholarship and consideration (with extensive notation all along the way). This is good, because I like that second version of the speech a lot better.
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