Compass A&E

Reality has never been part of Christopher Nolan’s cinematic canon. From his breakout “Memento” in 2000 through the “Dark Knight” Batman trilogy to “Inception” and “Interstellar,” he has given audiences worlds born in his imagination. So a real event, the miraculous evacuation of more than 300,000 Allied troops from the expansive English Channel beaches of Dunkirk, France, would hardly seem a subject that interested Nolan. Yet it has for over 25 years.

Nolan and his wife and producer of 20 years, Emma Thomas, both English...