On November 28, 1953, Frank Olson plunged to his death from the 13th floor of New York’s Hotel Statler. This is beyond dispute. Virtually every other detail of the incident, however, raises questions.

Now streaming on Netflix, Errol Morris’s Wormwood might have made a superb two-hour feature—but as it stands, the series (which unfolds in six parts) runs twice that length. It’s still an engaging and ...