In 1945, Britain’s army film unit commissioned a sprawling doc on the liberation of Nazi concentration camps, supervised by Hitchcock. A new film explores the forgotten masterpiece. It is, perhaps, the greatest documentary never made. Back in 1945, Sidney Bernstein, the chief of the Psychological Warfare Film Section of the Supreme Headquarters Allied Expeditionary Force, was commissioned to create the definitive documentary chronicling the liberation of the Nazi concentration camps. Bernstein’s aim was, in his words, to “prove one day that this had actually happened” and have it serve as “a lesson to all mankind as well as to the...