“A lot of this really happened,” teases the opening card of David O. Russell’s unruly ensemble comedy “Amsterdam,” a loony early-’30s social satire that goes cartwheeling through a little-remembered episode in American history when fascists tried to overthrow the U.S. government. Russell clearly sees parallels between this alarming chapter of the nation’s past and our present, as national divisions threaten to overwhelm American democracy, but the writer-director has complicated the plot — the movie’s plot, that is, not the greater conspiracy on which it turns — to such a degree that audiences are bound to be bewildered. Instead of wondering...