On the morning of Jan. 26, Sharif Mobley stepped out of his apartment in Sanaa, the capital of Yemen, to buy some cereal for his sleeping 3-year-old daughter. The young American from New Jersey was surrounded by eight black-clad, masked operatives from the country's secret police. Mobley turned to run, but he was shot in the leg and bundled into the back of a white van. When Mobley shouted "I'm an American," he was hit in the face. As the van sped away, Mobley later told his lawyers, one of his Yemeni captors made a call.... Eight months later, the...