Being out in the world took on new meaning at the 39th Telluride Film Festival. All of the natural attractions were in place—the perfumed breeze, the azure sky, the scudding clouds, the Rocky Mountains as backdrop to a whirl of urban sophisticates done up as alpine rustics. Still, watching many of this year's films meant being out in the larger world of political strife, seething violence and history's tumult.

In some cases, the chosen mode was entertainment. "Argo," a terrific Hollywood thriller directed by and starring Ben Affleck, takes place during the Iran hostage crisis that began in the fall of 1979; it's just the kind of smart, accomplished film the studios should be making, and seldom do. In "No," Pablo Larraín's sensational fact-based political drama from Chile, Gael García Bernal plays an outwardly callow ad executive who's determined to drive the Pinochet dictatorship from office. (His genial insight, which the movie explores with a playful sense of paradox, is that democracy can be packaged like any other consumer product.) "Hyde Park on Hudson" has Bill Murray as a buoyant FDR on the eve of World War II, and Laura Linney as one of the women who loves him....