“Hi, I'm Dr. George Flinn,” he says on the video, in a Superman costume. “It makes it fun for you,” Flinn, a millionaire radio mogul who became wealthy through a radiology practice, explains, “You say, ‘what is he going to do next?’ Sometimes I don’t even know what I’m going to do next!” This week, what is next for Flinn is a quixotic run for senate in Tennessee, where he entered the GOP primary against incumbent Sen. Lamar Alexander and state Rep. Joe Carr in the twilight hours leading up to the state’s filing deadline, with virtually no groundwork and...