ORTLAND, Oregon—Outfitted in a flak jacket and fighting gloves, Enrique Tarrio was one of dozens of black, Latino, and Asian men who marched alongside white supremacists in Portland on Aug. 4. Tarrio, who identifies as Afro-Cuban, is president of the Miami chapter of the Proud Boys, who call themselves “Western chauvinists,” and “regularly spout white-nationalist memes and maintain affiliations with known extremists,” according to the Southern Poverty Law Center. Last month, prior to the Patriot Prayer rally he attended in Portland, Tarrio was pictured with other far-right activists making a white-power hand sign. Last year, he and other Proud Boys...