Photo: Prime Video Lisa Joy and Jonathan Nolan do love their tall dark strangers. In Westworld, the individual in question is Ed Harris’s Man in Black, a mysterious park patron who’s a swirl of menace and moody backstory. In Fallout, Prime Video’s new streaming adaptation of the popular Bethesda video-game franchise, those traits belong to The Ghoul, a noseless mutant played by Walton Goggins who haunts the postapocalyptic milieu in black western regalia. But the connective tissue between these two works extends far beyond killer cowboys: Both also share familiar interests in heady questions about constructed realities and the recurring...