Thus it is that jealousy is endless, for even if the beloved object, by dying for instance, can no longer provoke it by her actions, it so happens that posthumous memories, of later origin than any event, take shape suddenly in our minds as though they were events also, memories which hitherto we have never properly explored, which had seemed to us unimportant, and to which our own meditation upon them has been sufficient, without any external action, to give a new and terrible meaning. We have no need of her company, it is enough to be alone in our room, thinking, for fresh betrayals of us by our mistress to come to light, even though she be dead. And so we ought not to fear in love, as in everyday life, the future alone, but even the past which often we do not succeed in realising until the future has come and gone; and we are not speaking only of the past which we discover long afterwards, but of the past which we have long kept stored up in ourselves and learn suddenly how to interpret.and on and on in that vein for hundreds of pages. Proust interrupts his claustrophobic meditation on jealousy here and there with some marvelous set pieces: conversations with the Duchess de Guermantes about clothing, a long passage about the songs of street vendors (a sort of precursor to the "Who Will Buy" number in "Oliver!"), and a variety of other vignettes that break up the steady stream of Marcel's paranoia about a girl he does not love but cannot let go.
I've read a few reviews of The Captive where the reviewer clearly misses that Proust is condemning his narrator, letting him paint himself into a moral corner in a way similar to that of Nabokov's Humbert Humbert. Marcel is small-minded, lazy and ridiculous, and Proust knows this. Hell, Marcel knows this; Marcel the narrator, that is, if not Marcel the jealous young man living with his uninterested lover in Paris. I think that the relentlessness of Marcel's broody suspicion is meant to imitate the state of mind of a person obsessed with his own jealous nature (his jealousy fascinates him much more than Albertine, the object of his jealousy, does). It is a good character study, an encyclopedic study, rigorous and thorough. But long, man. Long and exhausting.