In Robert Day's new story collection, Where We Are Now, most of the stories are set in the fictional town of Bly in rural western Kansas, and they chronicle life there through such diverse subjects as a grandmother who lives in fear of Russian-nuclear attack, to a handyman who hunts for skulls along the Whitewoman River, to a Kansan man who lives for a time in rural France. In ''My Father Swims His Horse at Last,'' Day offers a moving portrayal of an insurance salesman's relationship with his colorful farmer father who still has more to teach even late in life. These stories render unforgettable views of Kansas while simultaneously capturing widespread American yearnings, disappointments, and triumphs.