"The U.S. and the Holocaust," the latest big PBS documentary from Ken Burns, is a different sort of film for him in that — unlike "Baseball" or "Jazz" or "Benjamin Franklin" — it seems very much a response to current events, made not just as a commemoration but as a warning. American nativism, xenophobia and white supremacy, having been given cover by the previous president, are renascent; the Anti-Defamation League found a 61% increase in attacks on Jewish institutions from 2020 to 2021. Burns (with co-directors Lynn Novick and Sarah Botstein) will make that point explicit at the close of...