Adventure, Modernism, Psychological Thriller and Suspense
Adventure
At first glance, Lord Jim might not seem like adventure material. Frankly, the bulk of the novel involves people sitting around and talking. Of course it's what they're talking about that matters, otherwise we might have to write this one off as big ol' snooze. But at its heart, Lord Jim is an imperial adventure tale, filled with swashbuckling, nautical hijinks, and even a little romance. And in its day, it was published in serial form in Blackwood's Magazine, alongside stories and articles on hunting in Africa, deep-sea fishing, and exciting battles. (Check out the "In a Nutshell" section for more on Blackwood's Magazine.)
The only snag we might hit in calling this one an adventure tale is the sad fact that Jim doesn't get to sail off into the sunset with his girl in the end. Oh well. You can't have everything.
Modernism
What do we talk about when we talk about Modernism? "Modernist Literature" is a hefty phrase that pretty much refers to literature written between 1899 and 1945, and involving experimentation with the traditional novel format. Modernist literature plays all kinds of games with time and order, perspective, and point of view. There was a lot of play with form, and it was more common to see a fragmented plot than, say, a clear beginning, middle, and end.
Modernism and adventure don't normally go together, but in Lord Jim, they absolutely do. Conrad was a big fan of experimenting with style, and many critics consider him a precursor to modernism. He used a lot of modernist tricks in his narratives, including stream of consciousness; unreliable, biased narrators; a focus on characters' inner lives; and a fairly cynical view of the world – all of which we see in Lord Jim at one time or another. Plus, there is the whole fragmented nature of Jim's story, which is told in snippets that are incomplete and out of order. We're left to do the dirty work of piecing it all together.
Psychological Thriller and Suspense
In Lord Jim, Conrad has a tricky habit of witholding information from us reders to build suspense. Consider, for example, the beginning of the novel, where we get hint after hint of the Patna scandal and Jim's role in it, but we don't find out what actually went down until several chapters in.
Add to that the novel's obsession with these characters' inner turmoil and you've got all the ingredients for a psychological thriller. After all, Marlow is always trying to analyze Jim – to get inside his head, so to speak. And we readers never quite know what Jim will do next, because we can see that his torment drives him to make rash decisions. His actions haunt him his whole life, just as many characters' pasts do in your typical thriller.