Every four years, the World Cup offers something not unlike the movies: For a whole month, it stops time, enveloping its distant spectators in the electric-green glow of the screen. But there’s more to the “beautiful game” than balletic ball-moves and the cheek-gnawing suspense of gameplay characterized by low score count. Ladj Ly’s 2019 crime thriller, Les Misérables, set in the immigrant-populated underworld of the Parisian banlieues, paints it vividly: In the opening minutes, we’re plunged into the Champs-Élysées, where throngs of fans draped in red, white and blue celebrate France’s victory at the 2018 World Cup. The pulsing moment...