Óscar Aibar’s latest film, a thriller anchored in grotesque historical fact, owes its existence to a random holiday meal a decade or so ago. The Spanish director was in Valencia for the summer when he looked up from his plate to study the pictures of famous people on the restaurant walls. “Among them was a very small one that showed five or six men wearing SS and Wehrmacht uniforms and with hairstyles from the 1960s,” says Aibar. “I thought they must have been dressed like that for a film or something, but when I asked about the photo, they told...