BOSTON — In a private meeting with White House officials this weekend, Democratic governors voiced deep anxiety about the Obama administration’s suit against Arizona’s new immigration law, worrying that it could cost a vulnerable Democratic Party in the fall elections. While the weak economy dominated the official agenda at the summer meeting here of the National Governors Association, concern over immigration policy pervaded the closed-door session between Democratic governors and White House officials and simmered throughout the three-day event. At the Democrats’ meeting on Saturday, some governors bemoaned the timing of the Justice Department lawsuit, according to two governors who...