One cast member, Jeremy Lloyd, observing that Buckley always seemed to be seated during his public appearances, asked: “Does this mean you can’t think on your feet?” “ The Incomparable Mr. Buckley ,” a new PBS documentary about the singular opinion journalist who animated American conservatism in the decades after World War II, opens with a clip from “Laugh-In.” Dan Rowan and Dick Martin’s goofy comedy show was known for its silly jokes and catchphrases (“Sock it to me!”), but in December 1970 the hosts persuaded William F. Buckley Jr. to come on as a guest and take questions from...