A century ago, violent gangs of 30,000 armed men clad in black — many disillusioned veterans of the First World War — travelled from the southern Italian city of Naples to the capital of Rome. There, they were joined by the charismatic journalist-turned-politician Benito Mussolini. With virtually no resistance from Italy's king or government, he and his "squadristi," or Black Shirts, seized control of Italy. The March on Rome, on Oct. 28, 1922, remains a defining moment in Italy's history, ushering in two decades of violent totalitarian rule, an alliance with Nazi Germany, a disastrous attempt to colonize Ethiopia that...