“Peaky Blinders: The Immortal Man,” a feature-length valediction to a small-screen classic, finds the criminally ruthless but emotionally wounded Thomas Shelby (Cillian Murphy) semi-retired and writing a memoir. Like his traumatic experiences tunneling under France during World War I, his current crisis is historically accurate, with a Birmingham spin: Nazi Germany’s plan to flood the U.K. with counterfeit currency—printed in concentration camps—thus undermining the British economy and hastening the nation’s downfall. With Thomas out of the picture, and the Shelby organization lacking what little moral compass it had, Hitler’s agent and fifth-column creature John Beckett (Tim Roth) forms an alliance...