Ken Burns is driving in heavy traffic, trying to get from New York, where he was born, to New Hampshire, where he lives and works in bucolic splendour. He made the move in 1979, not to service a grand masterplan but out of financial desperation. “I was making my first film and starving and rent was going up in New York City and I couldn’t afford it,” the documentarian recalls by phone. “I found the connection to nature incredibly important for this labour-intensive work that we do.” But when Burns’s debut film, Brooklyn Bridge, was nominated for an Oscar, friends...